# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-25-016272
**Filing Date:** 2025-10
**Character Count:** 313742
**Document Hash:** 0c42679c5d7a91becc392ad0f74c366a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-016272.hdr.sgml**: 20251020

**ACCESSION NUMBER**: 0001410368-25-016272

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251020

**DATE AS OF CHANGE**: 20251020

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 251403371

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Global Managed Beta Fund (Series ID: S000048066)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000151917 | Institutional Shares | GGMBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GOLDMAN SACHS TRUST

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71  SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs Global Managed Beta Fund

- **b. EDGAR series identifier (if any):** S000048066

- **c. LEI of Series:** 5493005YV1ZAFT4HDQ82

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5426868556.87

**Total Liabilities:** $1090216510.33

**Net Assets:** $4336652046.54

**Cash Not Reported:** $1147298977.00

**Currency Risk Metrics (dv01):**

- 

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

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

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

- **3-Month:** -0.01000000 | **1-Year:** -0.01000000 | **5-Year:** -0.01000000 | **10-Year:** -0.01000000 | **30-Year:** -0.01000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151917 | 4.85%                | 0.99%                | 3.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $30975850.55             | $118040249.13                              |
| Month 2  | $869849.11               | $26784252.49                               |
| Month 3  | $32987352.53             | $76051661.87                               |

**Designated Index Information**

- **Index Name:** MSCI ACWI IMI (Net, USD Unhedged)

- **Index Identifier:** MSC1000756

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley & Co. LLC                                  | FXO004403 CALL USD PUT CLP                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   9575000 | OU      | $142418.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 96                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1922 | NC      | $2474575.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004511 PUT AUD CALL USD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   9287000 | OU      | $43195.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED CAD / SOLD USD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-398204.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN27C 96.5                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       780 | NC      | $1496625.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                             | Nemetschek SE                                                                      | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |      2417 | NS      | $333906.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -1 | NC      | $-87.85        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO Inc                                                  | ZOZO Inc                                                                           | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |     25879 | NS      | $240473.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                          | Pure Storage Inc                                                                   | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      6922 | NS      | $537216.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                                | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       333 | NS      | $196614.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                                 | Jabil Inc                                                                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      2581 | NS      | $528666.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004459 PUT NZD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |  11647000 | OU      | $65866.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                            | Kingfisher PLC                                                                     | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    366343 | NS      | $1276011.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED NOK / SOLD USD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NO        |         1 | NC      | $341.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003300 CALL USD PUT KRW                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1822000 | OU      | $3.64          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |    124092 | NS      | $563393.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     27300 | NS      | $1886157.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797QT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5800000 | PA      | $5795210.82    | 0.13%             | 2025-09-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |       -14 | NC      | $-2953.29      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004398 PUT CAD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |  11261000 | OU      | $57233.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs MarketBeta US Equity ETF                    | Goldman Sachs MarketBeta US Equity ETF                                             | CUSIP: 381430123<br>LEI: 549300EMEG7T4I7JWK22 | Long             | EC               | RF                | US        |  12756859 | NS      | $1138358312.87 | 26.25%            |  |  |  | No            |                  1 | On Loan: —       |
| Salesforce Inc                                            | Salesforce Inc                                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4801 | NS      | $1230256.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1122 | NS      | $748374.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace Inc                                                                      | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |      1066 | NS      | $53939.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |       -12 | NC      | $-324.38       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                                | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     14189 | NS      | $599239.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                   | Zebra Technologies Corp                                                            | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       681 | NS      | $215938.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery Inc                                                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     52918 | NS      | $615965.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                              | BT Group PLC                                                                       | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    113617 | NS      | $332646.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                          | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    108244 | NS      | $465983.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     13043 | NS      | $1418556.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Comercial Portugues SA                              | Banco Comercial Portugues SA                                                       | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |     54802 | NS      | $46421.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackrock Inc                                             | Blackrock Inc                                                                      | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       236 | NS      | $266005.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                      | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      4312 | NS      | $1120990.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                         | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       177 | NS      | $82638.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD NOK                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-46.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                           | Fidelity National Financial Inc                                                    | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     11545 | NS      | $691199.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003250 PUT NZD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   4312000 | OU      | $274.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003289 PUT NZD CALL USD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   2611000 | OU      | $64.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp                                                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      3231 | NS      | $259578.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings Inc                                                 | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     32918 | NS      | $765733.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals Inc                                                        | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       510 | NS      | $227720.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | IOP016111 EQO. SPX USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -9900 | NC      | $-0.01         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED DKK / SOLD USD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | DK        |         1 | NC      | $3749.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                 | Amundi SA                                                                          | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      1240 | NS      | $91660.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                 | Teledyne Technologies Inc                                                          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       474 | NS      | $255092.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004230 PUT AUD CALL USD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   7676000 | OU      | $13438.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD HKD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-30.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                                                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      2115 | NS      | $399967.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington Inc                                         | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      2074 | NS      | $249999.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      4898 | NS      | $577343.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED SEK / SOLD USD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SE        |         1 | NC      | $-1654.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co                                                                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1353 | NS      | $188513.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      6687 | NS      | $1652090.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates Inc                                                        | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1544 | NS      | $252073.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                                 | Pool Corp                                                                          | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       149 | NS      | $46295.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                            | Atlassian Corp                                                                     | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      4698 | NS      | $835210.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT DEC26C 96.37                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       620 | NC      | $1197375.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1486 | NS      | $581055.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd                                                             | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |     11535 | NS      | $546949.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003897 PUT AUD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |  19059000 | OU      | $20954.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     11856 | NS      | $2100527.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd                                                                      | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |      1028 | NS      | $168354.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       549 | NS      | $172133.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003551 CALL USD PUT NOK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2158000 | OU      | $2.16          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      4676 | NS      | $527406.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003999 CALL JPY PUT KRW                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 701185000 | OU      | $6961.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | STOXX W OPTIONS W2                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      -133 | NC      | $-39988.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4658 | NS      | $1443374.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                            | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      2735 | NS      | $287490.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                             | Clorox Co/The                                                                      | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      3030 | NS      | $358146.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                   | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      2463 | NS      | $298049.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                                  | Molson Coors Beverage Co                                                           | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       881 | NS      | $44481.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -1 | NC      | $-229.77       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       332 | NS      | $246540.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      7537 | NS      | $1259658.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003364 CALL USD PUT CLP                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2420000 | OU      | $4.84          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      6420 | NS      | $1563205.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                                        | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      1503 | NS      | $161617.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                      | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3091 | NS      | $336486.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     20761 | NS      | $1706138.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     11634 | NS      | $1527311.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                 | News Corp                                                                          | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     19201 | NS      | $564701.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP26C 96.62                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       559 | NC      | $698750.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                                 | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      7609 | NS      | $115801.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4990540.70    | 0.12%             | 2025-09-18      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -55 | NC      | $-156750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED DKK / SOLD USD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | DK        |         1 | NC      | $-574.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                            | BPER Banca SPA                                                                     | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     51207 | NS      | $531889.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                                                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       574 | NS      | $97281.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                          | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     19556 | NS      | $111782.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED GBP / SOLD USD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $-40581.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                     | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      6051 | NS      | $530582.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR27C 96.25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1302 | NC      | $3019012.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD ILS                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $2421.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                               | Zscaler Inc                                                                        | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       841 | NS      | $232999.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                     | Deutsche Lufthansa AG                                                              | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     63055 | NS      | $587849.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      7422 | NS      | $1561588.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -1 | NC      | $-114.89       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co                                                                  | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      8146 | NS      | $503096.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -3 | NC      | $-1163.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |    130638 | NS      | $743189.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3000000 | PA      | $2974175.49    | 0.07%             | 2025-11-18      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                           | Seagate Technology Holdings PLC                                                    | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      1368 | NS      | $229003.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |     12506 | NS      | $749091.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd                                              | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      3673 | NS      | $709403.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                     | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       403 | NS      | $44792.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd                                                             | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     39368 | NS      | $508228.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -55 | NC      | $-35200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN27C 96.25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1302 | NC      | $3075975.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       676 | NS      | $51063.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                                                  | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       191 | NS      | $55635.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                             | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      3134 | NS      | $853062.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 96.62                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       580 | NC      | $511125.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003906 PUT NZD CALL USD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   4192000 | OU      | $1847.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5400000 | PA      | $5347209.98    | 0.12%             | 2025-11-28      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                                | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      5930 | NS      | $497397.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004305 CALL USD PUT NOK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2411000 | OU      | $4021.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                              | Olympus Corp                                                                       | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     26578 | NS      | $308066.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED EUR / SOLD USD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $-3538.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                            | Advantest Corp                                                                     | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     14864 | NS      | $1136642.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004242 CALL CHF PUT SEK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   6975000 | OU      | $47944.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                                | Acciona SA                                                                         | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |       753 | NS      | $149252.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                                              | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |       321 | NS      | $346890.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2719 | NS      | $2564887.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |       -11 | NC      | $-2170.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group Inc                                                                  | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7371 | NS      | $1583290.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004475 PUT AUD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |  22311000 | OU      | $108532.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                          | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     10264 | NS      | $860314.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                          | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     18792 | NS      | $572483.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                            | Cloudflare Inc                                                                     | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       626 | NS      | $130652.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                       | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     30508 | NS      | $441690.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Portfolio S&P 500 Growth ETF                         | SPDR Portfolio S&P 500 Growth ETF                                                  | CUSIP: 78464A409<br>LEI: 549300VUPJJVH7HVPB06 | Long             | EC               | RF                | US        |   2013990 | NS      | $200371865.10  | 4.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       290 | NS      | $960861.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      8575 | NS      | $803906.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                              | Teradyne Inc                                                                       | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      4342 | NS      | $513398.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                           | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |     11169 | NS      | $361609.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     16698 | NS      | $1206430.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD NZD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $35440.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003514 PUT CAD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   8566000 | OU      | $6.24          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                                | Masco Corp                                                                         | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     13659 | NS      | $1002434.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                                   | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     31353 | NS      | $612757.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     12314 | NS      | $1115771.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      9189 | NS      | $1146970.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs MarketBeta Russell 1000 Value Equity ETF    | Goldman Sachs MarketBeta Russell 1000 Value Equity ETF                             | CUSIP: 38149W580<br>LEI: N/A                  | Long             | EC               | RF                | US        |   6590966 | NS      | $341144445.58  | 7.87%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797RY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4465400 | PA      | $4409608.22    | 0.10%             | 2025-12-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                             | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      8703 | NS      | $796585.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      7935 | NS      | $613930.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                          | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      3187 | NS      | $117343.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT DEC25C 96.5                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1019 | NC      | $146481.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 SEP25                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       172 | NC      | $-20401.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                               | BioMarin Pharmaceutical Inc                                                        | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      3642 | NS      | $212219.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                      | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      2806 | NS      | $421377.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003236 CALL USD PUT SEK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2149000 | OU      | $2.15          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                           | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |     18620 | NS      | $460608.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 97.25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1368 | NC      | $213750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                                     | Burlington Stores Inc                                                              | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       353 | NS      | $102610.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD JPY                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-1875.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                               | HubSpot Inc                                                                        | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      1188 | NS      | $574005.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003337 PUT CAD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   3193000 | OU      | $25.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                                 | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       672 | NS      | $197792.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                               | Snap-on Inc                                                                        | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      2928 | NS      | $952302.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     10136 | NS      | $978833.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                                            | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     46597 | NS      | $895456.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                               | Randstad NV                                                                        | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |     10749 | NS      | $508475.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                          | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3005 | NS      | $826585.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                   | Sea Ltd                                                                            | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      2689 | NS      | $501606.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2098 | NS      | $435209.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                              | ROCKWOOL A/S                                                                       | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |     20836 | NS      | $787461.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd                                                           | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |     13752 | NS      | $898100.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -6 | NC      | $-1020.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD ILS                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-166904.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -27 | NC      | $-16335.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                              | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       477 | NS      | $325256.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                     | Robinhood Markets Inc                                                              | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      8359 | NS      | $869586.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     24898 | NS      | $980056.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |       -15 | NC      | $-13269.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 96.75                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       480 | NC      | $171000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -36 | NC      | $-360.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                                | DaVita Inc                                                                         | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      1593 | NS      | $219451.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                                       | Helvetia Holding AG                                                                | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |       684 | NS      | $176044.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy Inc                                                                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       988 | NS      | $238918.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                       | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      5157 | NS      | $875658.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -7 | NC      | $-1524.28      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3549 | NS      | $120559.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                        | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     19221 | NS      | $462537.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 PRICE INDEX                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      -140 | NC      | $-16.38        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | IOP016110 EQO. SPX USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      9900 | NC      | $0.01          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                                          | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     17307 | NS      | $1299521.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP26C 96.37                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       658 | NC      | $1089812.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                                 | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     14530 | NS      | $1122428.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                             | ICL Group Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |     41280 | NS      | $268327.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                 | Talanx AG                                                                          | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      5113 | NS      | $705029.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD DKK                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-294202.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797RX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3100000 | PA      | $3063632.51    | 0.07%             | 2025-12-16      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4966639.80    | 0.11%             | 2025-10-30      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd                                                                           | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |      2189 | NS      | $233419.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1737 | NS      | $885453.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                           | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     23061 | NS      | $1376741.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                          | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      3389 | NS      | $55237.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                       | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |     14784 | NS      | $1076080.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                                | Carvana Co                                                                         | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       816 | NS      | $303486.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                                            | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       483 | NS      | $30164.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP25C 97                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1234 | NC      | $7712.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004232 CALL USD PUT KRW                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   5674000 | OU      | $9742.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       647 | NS      | $39925.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd                                                                        | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      7003 | NS      | $188684.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD AUD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-1176.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co Ltd                                               | Aeon Co Ltd                                                                        | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |      2010 | NS      | $24383.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                              | Metro Inc/CN                                                                       | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      5624 | NS      | $403121.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp                                                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5740 | NS      | $1205572.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT SEP25                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      1100 | NC      | $18946716.89   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs MarketBeta International Equity ETF         | Goldman Sachs MarketBeta International Equity ETF                                  | CUSIP: 381430180<br>LEI: N/A                  | Long             | EC               | RF                | US        |   8455379 | NS      | $554505445.90  | 12.79%            |  |  |  | No            |                  1 | On Loan: —       |
| Medtronic PLC                                             | Medtronic PLC                                                                      | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1731 | NS      | $160654.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                       | Paycom Software Inc                                                                | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1164 | NS      | $264402.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -55 | NC      | $-72325.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                           | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      6939 | NS      | $1121326.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      3414 | NS      | $253284.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003576 CALL USD PUT CLP                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   7505000 | OU      | $135.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE Small-Cap ETF                           | iShares MSCI EAFE Small-Cap ETF                                                    | CUSIP: 464288273<br>LEI: 549300MJV5OZGVS4LX86 | Long             | EC               | RF                | US        |   2498093 | NS      | $188780888.01  | 4.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                        | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      3458 | NS      | $258545.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                                                       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     14173 | NS      | $252421.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3703 | NS      | $550450.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                             | Jardine Matheson Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |      1876 | NS      | $113588.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings Inc                                          | T&D Holdings Inc                                                                   | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |     17851 | NS      | $462159.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1238 | NS      | $329939.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD SEK                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-165779.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     13059 | NS      | $916611.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD AUD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-275648.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                     | Dell Technologies Inc                                                              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       836 | NS      | $102117.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     33195 | NS      | $7067547.45    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                                 | Avolta AG                                                                          | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |     23824 | NS      | $1368322.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                                                           | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3667 | NS      | $336373.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy Inc                                                                 | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     11574 | NS      | $192485.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                                | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      2925 | NS      | $246899.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD GBP                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $410996.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -73 | NC      | $-182.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     90406 | NS      | $96981.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                                         | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      1487 | NS      | $371138.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD GBP                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-891.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10963 | NS      | $3856564.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                                        | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     18938 | NS      | $1334329.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                        | Crown Holdings Inc                                                                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      2012 | NS      | $199952.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                        | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      5651 | NS      | $781226.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                     | Carlyle Group Inc/The                                                              | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     13600 | NS      | $878016.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                   | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      4294 | NS      | $1400179.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd                                                               | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      9274 | NS      | $174572.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       429 | NS      | $67095.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      4258 | NS      | $619794.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                              | Securitas AB                                                                       | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     52150 | NS      | $798058.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                                 | Canon Inc                                                                          | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      8084 | NS      | $236578.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     10485 | NS      | $1106167.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                 | Sampo Oyj                                                                          | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      5471 | NS      | $62778.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       904 | NS      | $95914.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                | CONSTELLATION SOFTWARE INC                                                         | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |       264 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | Otsuka Holdings Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19167 | NS      | $1005740.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                     | Daikin Industries Ltd                                                              | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       685 | NS      | $85580.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                                | ResMed Inc                                                                         | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1898 | NS      | $521019.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                        | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     25700 | NS      | $723271.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       151 | NS      | $48116.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     11795 | NS      | $450627.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      8210 | NS      | $822231.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 96.5                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       408 | NC      | $425850.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3800000 | PA      | $3780714.96    | 0.09%             | 2025-10-16      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       874 | NS      | $39679.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                                                   | NTT Inc                                                                            | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    545259 | NS      | $576706.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      2980 | NS      | $539141.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003460 CALL USD PUT KRW                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   5463000 | OU      | $3545.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial Inc                                                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      6780 | NS      | $1148803.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003266 CALL USD PUT NOK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    720000 | OU      | $0.72          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                       | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     20773 | NS      | $1128570.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                        | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |      4306 | NS      | $266446.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen Inc                                                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2879 | NS      | $380661.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                             | Dollarama Inc                                                                      | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      2034 | NS      | $277341.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD EUR                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-4847657.15   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                                 | Block Inc                                                                          | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      3064 | NS      | $244016.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      2619 | NS      | $361893.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 97                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       998 | NC      | $517712.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      8089 | NS      | $1270296.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                             | Empire Co Ltd                                                                      | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |     47298 | NS      | $1835989.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003493 CALL JPY PUT KRW                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 615567000 | OU      | $4.19          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      3293 | NS      | $206737.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004451 CALL CHF PUT NOK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   9258000 | OU      | $106539.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                   | Akamai Technologies Inc                                                            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      5636 | NS      | $445976.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                    | Canadian Tire Corp Ltd                                                             | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      4417 | NS      | $550778.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ABIOMED INC                                        | CONTRA ABIOMED INC                                                                 | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |       580 | NS      | $591.60        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     11830 | NS      | $1360095.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottery Corp Ltd/The                                      | Lottery Corp Ltd/The                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    124357 | NS      | $477756.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                                          | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |     33122 | NS      | $486752.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    113138 | NS      | $780894.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 96.25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       727 | NC      | $627037.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero SE                                                                   | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |      4100 | NS      | $108768.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd                                                                   | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     74358 | NS      | $247722.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                      | Power Corp of Canada                                                               | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     11591 | NS      | $490614.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      6256 | NS      | $1614423.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp                                                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2923 | NS      | $890813.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                           | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     11882 | NS      | $555003.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                             | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     14016 | NS      | $387107.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004373 CALL USD PUT MXN                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   5275000 | OU      | $39108.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                                        | Albertsons Cos Inc                                                                 | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     76483 | NS      | $1488359.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 96.25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       658 | NC      | $949987.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      1525 | NS      | $352000.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                               | Royal Caribbean Cruises Ltd                                                        | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       373 | NS      | $135481.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -5 | NC      | $-5784.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004184 PUT AUD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |  18102000 | OU      | $50479.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp/DE                                                                        | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       939 | NS      | $154709.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd                                              | Fujikura Ltd                                                                       | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      6233 | NS      | $528800.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     40999 | NS      | $20773783.31   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy Inc                                                                  | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     23162 | NS      | $957444.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003474 PUT AUD CALL USD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   7086000 | OU      | $324.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                              | Insulet Corp                                                                       | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1549 | NS      | $526474.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                           | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     32337 | NS      | $298410.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD HKD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-2299.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004073 CALL USD PUT CLP                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   8012000 | OU      | $11977.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc                                      | Align Technology Inc                                                               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      3708 | NS      | $526387.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                        | Vertiv Holdings Co                                                                 | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      3126 | NS      | $398721.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     10229 | NS      | $1116699.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR27C 96                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1952 | NC      | $5514400.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003488 PUT AUD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |  13335000 | OU      | $8.73          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5400000 | PA      | $5351961.06    | 0.12%             | 2025-11-20      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Accor SA                                                  | Accor SA                                                                           | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |     10617 | NS      | $526672.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 PR                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -66 | NC      | $-926.56       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5793 | NS      | $931282.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                | Dai-ichi Life Holdings Inc                                                         | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     44750 | NS      | $367199.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       588 | NS      | $46763.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED NZD / SOLD USD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |         1 | NC      | $-832.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                                | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      4134 | NS      | $317717.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                          | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      5551 | NS      | $443448.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 PR                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      -133 | NC      | $-79665.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                                                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1278 | NS      | $500221.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                                     | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       187 | NS      | $362733.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                                        | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     22927 | NS      | $333400.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                             | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1528 | NS      | $635036.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      5522 | NS      | $410836.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004274 CALL USD PUT CLP                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   7503000 | OU      | $94110.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    151743 | NS      | $26430595.74   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     16466 | NS      | $1212556.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1531 | NS      | $245878.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma Inc                                                                | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      6459 | NS      | $1215519.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                        | Johnson Controls International plc                                                 | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       708 | NS      | $75678.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT DEC26C 96                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2008 | NC      | $5383950.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3800000 | PA      | $3751424.98    | 0.09%             | 2025-12-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      3795 | NS      | $1353676.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                                                  | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1287 | NS      | $300218.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                             | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     21068 | NS      | $981297.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                          | SBI Holdings Inc                                                                   | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     11893 | NS      | $558801.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                            | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     38517 | NS      | $761099.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                    | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     14470 | NS      | $595559.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     28380 | NS      | $6059981.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                                   | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      2556 | NS      | $81384.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                        | SITC International Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |    251746 | NS      | $887432.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     24222 | NS      | $1186958.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp                                                                      | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1065 | NS      | $214767.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP25C 97.5                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      3092 | NC      | $19325.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                                            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     16389 | NS      | $1699211.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                          | W R Berkley Corp                                                                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     16636 | NS      | $1192634.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                              | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     11380 | NS      | $450775.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3759 | NS      | $274970.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                          | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      2186 | NS      | $425299.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED CHF / SOLD USD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |         1 | NC      | $-57802.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                           | EMCOR Group Inc                                                                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      2889 | NS      | $1791180.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                              | Illumina Inc                                                                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      7088 | NS      | $708516.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                                  | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      8752 | NS      | $264017.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      4254 | NS      | $503588.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004262 CALL USD PUT SEK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   7173000 | OU      | $8693.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    239612 | NS      | $766585.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                       | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     33337 | NS      | $878368.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd                               | Suntory Beverage & Food Ltd                                                        | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      4797 | NS      | $148498.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                         | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       108 | NS      | $26116.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                               | Subaru Corp                                                                        | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      7945 | NS      | $155851.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services Inc                                                                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       354 | NS      | $133797.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                               | Target Corp                                                                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      9485 | NS      | $910370.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                 | Dick's Sporting Goods Inc                                                          | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1539 | NS      | $327499.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                               | Gartner Inc                                                                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      2653 | NS      | $666407.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4268 | NS      | $878397.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     37679 | NS      | $3654109.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |       -12 | NC      | $-9798.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                                | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     33114 | NS      | $363514.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      6811 | NS      | $469890.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                              | Fortinet Inc                                                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     13063 | NS      | $1028972.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                               | GoDaddy Inc                                                                        | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      6621 | NS      | $981960.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED CHF / SOLD USD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |         1 | NC      | $1659.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                                 | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     35702 | NS      | $669647.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 97.12                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       408 | NC      | $178500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co Ltd                                    | Zensho Holdings Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |     10795 | NS      | $681007.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                               | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      8536 | NS      | $1240481.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004360 CALL USD PUT CAD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |  29120000 | OU      | $134359.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd                                     | Japan Airlines Co Ltd                                                              | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |     69523 | NS      | $1478442.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     69571 | NS      | $899719.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD SGD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $6.37          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP26C 97                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1398 | NC      | $1118400.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003354 CALL USD PUT MXN                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1169000 | OU      | $1.17          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanrio Co Ltd                                             | Sanrio Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |      1605 | NS      | $83044.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     12424 | NS      | $1419938.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                   | Sekisui Chemical Co Ltd                                                            | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     33579 | NS      | $637272.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT DEC25C 97.25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1442 | NC      | $54075.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED EUR / SOLD USD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $5454.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix Inc                                               | Nutanix Inc                                                                        | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     14095 | NS      | $947324.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -4 | NC      | $-462.73       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      8768 | NS      | $308073.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -4 | NC      | $-7757.48      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                                  | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      1887 | NS      | $237712.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                         | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |       130 | NS      | $95324.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004544 PUT NZD CALL USD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   5047000 | OU      | $31510.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                           | American Financial Group Inc/OH                                                    | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      6907 | NS      | $938385.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 96.75                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       494 | NC      | $364325.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Holdings Corp                   | Pan Pacific International Holdings Corp                                            | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     16220 | NS      | $585045.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies Inc                                                          | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     14982 | NS      | $2347829.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Inc/Japan                                     | Trend Micro Inc/Japan                                                              | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      3262 | NS      | $172882.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                          | Asahi Kasei Corp                                                                   | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     13289 | NS      | $108445.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004059 CALL USD PUT CAD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |  22231000 | OU      | $1356.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                 | Marks & Spencer Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |    122805 | NS      | $573556.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |       -34 | NC      | $-5054.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -4 | NC      | $-1578.71      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                                      | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      1418 | NS      | $50104.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004036 CALL CHF PUT SEK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   7340000 | OU      | $889.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                   | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1174 | NS      | $453034.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     12505 | NS      | $1708308.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corp                                          | Nitto Denko Corp                                                                   | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     19327 | NS      | $435024.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                                                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     20085 | NS      | $1699391.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                                 | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     44453 | NS      | $652087.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                              | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     15684 | NS      | $978838.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      7734 | NS      | $3890047.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                          | Markel Group Inc                                                                   | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       347 | NS      | $679793.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                              | DoorDash Inc                                                                       | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      2889 | NS      | $708527.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP25C 96.5                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1136 | NC      | $7100.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004284 CALL USD PUT MXN                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   3684000 | OU      | $5168.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                                  | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      1212 | NS      | $352864.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    167248 | NS      | $1052918.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     18427 | NS      | $1054453.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                   | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       121 | NS      | $240053.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP25C 97.37                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       327 | NC      | $2043.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003260 CALL JPY PUT KRW                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 236302000 | OU      | $32.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 97.25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1469 | NC      | $532512.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1940 | NS      | $2344005.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                 | Fresenius Medical Care AG                                                          | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      4329 | NS      | $223154.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD SGD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $30838.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                                                         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       999 | NS      | $350079.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                    | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      4489 | NS      | $715610.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4959240.95    | 0.11%             | 2025-11-13      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                        | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      9522 | NS      | $275990.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund            | Goldman Sachs Financial Square Government Fund                                     | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        | 254897226 | NS      | $254897225.97  | 5.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004418 CALL USD PUT SEK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   6149000 | OU      | $37287.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003560 CALL USD PUT CAD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |  19208000 | OU      | $268.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003938 PUT AUD CALL USD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   7613000 | OU      | $2550.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004498 CALL USD PUT KRW                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   6659000 | OU      | $47671.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                                                         | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       561 | NS      | $155419.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5744 | NS      | $3419345.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 WKLY INDEX                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -68 | NC      | $-238.66       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     50041 | NS      | $1465700.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004548 CALL JPY PUT KRW                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 807229000 | OU      | $41137.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                          | Booz Allen Hamilton Holding Corp                                                   | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      4919 | NS      | $534793.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003291 PUT AUD CALL USD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2404000 | OU      | $7.87          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     18048 | NS      | $5367294.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004125 CALL CHF PUT NOK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   6389000 | OU      | $3169.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004013 CALL USD PUT NOK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2269000 | OU      | $45.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     33533 | NS      | $1701464.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP27C 96.25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1323 | NC      | $3150393.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004209 PUT NZD CALL USD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   4201000 | OU      | $9162.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004027 PUT CAD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   9728000 | OU      | $9385.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                     | JD Sports Fashion PLC                                                              | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    808112 | NS      | $1048957.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Technologies Inc                                     | SoFi Technologies Inc                                                              | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |      6564 | NS      | $167644.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Financial Ltd                                     | Phoenix Financial Ltd                                                              | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |     13315 | NS      | $470824.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -7 | NC      | $-9288.56      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 97                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1854 | NC      | $428737.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7047 | NS      | $2352781.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                         | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     10317 | NS      | $503779.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                                         | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      3867 | NS      | $65708.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                        | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       391 | NS      | $282683.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                                | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     28349 | NS      | $1037431.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     23704 | NS      | $565932.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reddit Inc                                                | Reddit Inc                                                                         | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3230 | NS      | $727008.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      5965 | NS      | $2426383.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -27 | NC      | $-877.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004340 PUT CAD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   8981000 | OU      | $19108.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                               | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       504 | NS      | $180250.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -28 | NC      | $-840.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003975 CALL USD PUT KRW                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   4999000 | OU      | $1304.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                      | Labcorp Holdings Inc                                                               | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1187 | NS      | $329974.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |     81571 | NS      | $885811.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      8916 | NS      | $192515.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                            | SS&C Technologies Holdings Inc                                                     | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      1748 | NS      | $154977.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004333 CALL CHF PUT NOK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   6143000 | OU      | $50992.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co Ltd                                     | Ryohin Keikaku Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |      8572 | NS      | $184362.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       827 | NS      | $23853.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                  | Wise PLC                                                                           | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |     14271 | NS      | $203303.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                      | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     50936 | NS      | $2041147.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -8 | NC      | $-653.26       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      5885 | NS      | $780704.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                                 | Bandai Namco Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     26219 | NS      | $901463.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1072 | NS      | $247707.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                              | Veralto Corp                                                                       | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      6628 | NS      | $703827.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     28153 | NS      | $2149200.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                              | Apollo Global Management Inc                                                       | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      6826 | NS      | $929905.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | CITIBANK NA DDCA                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   1744170 | NS      | $1744170.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                                                | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4612 | NS      | $629768.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -73 | NC      | $-21535.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD HKD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $5593.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     83485 | NS      | $833599.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                        | Domino's Pizza Inc                                                                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1837 | NS      | $841897.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        34 | NS      | $25817.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004160 CALL USD PUT SEK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   7081000 | OU      | $21.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP26C 96.5                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1245 | NC      | $1797468.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | STOXX W OPTIONS W2                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -66 | NC      | $-463.28       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                                | Corpay Inc                                                                         | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      2209 | NS      | $719405.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Belimo Holding AG                                         | Belimo Holding AG                                                                  | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |        45 | NS      | $49551.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                 | Cincinnati Financial Corp                                                          | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      3524 | NS      | $541286.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD ILS                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-296.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                                   | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     13488 | NS      | $682280.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                          | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      6340 | NS      | $654653.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                        | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     14600 | NS      | $320496.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                               | Rollins Inc                                                                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     17883 | NS      | $1011104.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                              | Bankinter SA                                                                       | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     35995 | NS      | $537195.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                            | Mitsubishi Chemical Group Corp                                                     | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     20125 | NS      | $114356.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                           | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      8244 | NS      | $1120826.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -27 | NC      | $-15795.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       882 | NS      | $809199.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                | Sysco Corp                                                                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     17965 | NS      | $1445643.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                              | FactSet Research Systems Inc                                                       | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       497 | NS      | $185540.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                                            | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     74174 | NS      | $1047985.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Watsco Inc                                                | Watsco Inc                                                                         | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       202 | NS      | $81280.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                                              | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      3751 | NS      | $270843.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5400000 | PA      | $5381029.80    | 0.12%             | 2025-10-02      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD SGD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $1430.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1495 | NS      | $546915.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -8 | NC      | $-1459.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd                                                                       | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   1179349 | NS      | $1267328.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                      | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     16119 | NS      | $1246719.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -73 | NC      | $-182.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                       | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       604 | NS      | $73879.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                         | Suzuki Motor Corp                                                                  | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     28673 | NS      | $379422.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                        | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      4690 | NS      | $850034.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                          | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      1752 | NS      | $1280283.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                          | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      6829 | NS      | $569998.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                   | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1259 | NS      | $432385.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      6755 | NS      | $647399.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     10502 | NS      | $854442.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                            | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1802 | NS      | $476899.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                 | Aflac Inc                                                                          | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       235 | NS      | $25112.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5 Inc                                                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      5547 | NS      | $1736987.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                         | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      3556 | NS      | $1503414.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 WKLY INDEX                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      -135 | NC      | $-2369.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     13250 | NS      | $9787775.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                          | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       541 | NS      | $69857.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                       | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      8292 | NS      | $2266784.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores Inc                                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      3022 | NS      | $444717.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold Inc                                           | Lundin Gold Inc                                                                    | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |     11960 | NS      | $735443.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica Inc                                                            | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      4868 | NS      | $984309.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4500000 | PA      | $4414752.68    | 0.10%             | 2026-02-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| WSP Global Inc                                            | WSP Global Inc                                                                     | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |      6929 | NS      | $1411077.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     25670 | NS      | $1135384.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | S+P/TSX 60 IX FUT SEP25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |       447 | NC      | $7102627.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                  | Generali                                                                           | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     18785 | NS      | $733311.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                     | Molina Healthcare Inc                                                              | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       738 | NS      | $133452.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003345 CALL USD PUT CAD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   5775000 | OU      | $5.78          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2708 | NS      | $612360.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                             | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     21171 | NS      | $396693.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                       | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      5554 | NS      | $287894.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corp                                               | Makita Corp                                                                        | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |       704 | NS      | $23768.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd                                                                  | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |     14322 | NS      | $922297.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd                                                     | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       817 | NS      | $1406523.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                                       | Avery Dennison Corp                                                                | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       154 | NS      | $26434.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004248 CALL USD PUT CAD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |  19875000 | OU      | $7830.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003525 CALL CHF PUT SEK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   6321000 | OU      | $7.90          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                         | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |     10171 | NS      | $1279974.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED EUR / SOLD USD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $143160.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3769 | NS      | $1186104.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                       | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      6082 | NS      | $530794.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT DEC25C 95.87                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1950 | NC      | $1791562.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       722 | NS      | $305911.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                            | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      1951 | NS      | $716017.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                                         | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |      1601 | NS      | $222641.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004095 CALL USD PUT MXN                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   3789000 | OU      | $454.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                           | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     24951 | NS      | $1361077.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                            | GE Vernova Inc                                                                     | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1579 | NS      | $967879.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                            | Blackstone Inc                                                                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      2711 | NS      | $464665.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1501 | NS      | $45330.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co Ltd                                           | MonotaRO Co Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13371 | NS      | $230390.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      7576 | NS      | $1541337.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                            | Solventum Corp                                                                     | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      5555 | NS      | $406014.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |       -25 | NC      | $-12502.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares U.S. Technology ETF                               | iShares U.S. Technology ETF                                                        | CUSIP: 464287721<br>LEI: 5493003RR427QZS78C77 | Long             | EC               | RF                | US        |     81240 | NS      | $14768619.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2472 | NS      | $367784.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 96                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1712 | NC      | $3327700.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                          | Bridgestone Corp                                                                   | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     11682 | NS      | $527739.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                            | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      7450 | NS      | $1762284.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                        | Sompo Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     17136 | NS      | $547657.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                           | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     23070 | NS      | $759015.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                                  | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     45448 | NS      | $950094.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004196 PUT NZD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   9578000 | OU      | $28591.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                                | LPL Financial Holdings Inc                                                         | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      3258 | NS      | $1187475.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial Inc                                                             | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      6424 | NS      | $375238.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     11983 | NS      | $805377.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                                  | Mitsubishi Electric Corp                                                           | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     12068 | NS      | $288099.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 PRICE INDEX                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -70 | NC      | $-8.19         | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                      | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     67385 | NS      | $547494.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                                                | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      2564 | NS      | $529466.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                           | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      6203 | NS      | $841321.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                                | iShares Core MSCI EAFE ETF                                                         | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |   2937464 | NS      | $251182546.64  | 5.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     48149 | NS      | $234613.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |       -22 | NC      | $-5352.34      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT DEC25C 97.5                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      3234 | NC      | $80850.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      5217 | NS      | $766742.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD SEK                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-177.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                   | Zoom Communications Inc                                                            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     15475 | NS      | $1259974.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co Ltd                                    | SCREEN Holdings Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |      3760 | NS      | $284222.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                             | Live Nation Entertainment Inc                                                      | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      2996 | NS      | $498804.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                                         | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     25731 | NS      | $466134.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd                                           | Shiseido Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      9737 | NS      | $158024.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Docusign Inc                                              | Docusign Inc                                                                       | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     22584 | NS      | $1731289.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                               | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       511 | NS      | $189939.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003479 PUT NZD CALL USD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   7586000 | OU      | $1271.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                    | iShares Core MSCI Emerging Markets ETF                                             | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |   7375898 | NS      | $457969506.82  | 10.56%            |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                     | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4074 | NS      | $537849.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                  | Ferguson Enterprises Inc                                                           | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      4117 | NS      | $951644.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                                             | Fresnillo PLC                                                                      | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |     26780 | NS      | $648773.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd                                                                           | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      2313 | NS      | $326052.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 96.62                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       615 | NC      | $272906.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     17071 | NS      | $1802697.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                   | PTC Inc                                                                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       656 | NS      | $140056.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      9485 | NS      | $1427302.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                             | Carnival Corp                                                                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     16938 | NS      | $540152.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      3119 | NS      | $1536824.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1501 | NS      | $628979.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    124427 | NS      | $1188282.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne + Nagel International AG                                                    | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |       884 | NS      | $180215.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     44518 | NS      | $679356.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -37 | NC      | $-92.50        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                         | FirstService Corp                                                                  | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |      1769 | NS      | $356144.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp Ltd                                                   | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     41884 | NS      | $546145.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings Inc                                                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      4284 | NS      | $371122.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED NZD / SOLD USD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |         1 | NC      | $44.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003532 CALL CHF PUT NOK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   5392000 | OU      | $6.74          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      8906 | NS      | $1431461.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                                | Natera Inc                                                                         | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1015 | NS      | $170773.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT DEC25C 97                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1763 | NC      | $88150.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp                                               | Sysmex Corp                                                                        | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      9933 | NS      | $124737.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004207 CALL JPY PUT KRW                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 655617000 | OU      | $12964.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                         | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       575 | NS      | $159393.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA                                       | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      2355 | NS      | $85282.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                | Asics Corp                                                                         | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     31049 | NS      | $834646.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd                                                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     16475 | NS      | $451195.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004429 CALL CHF PUT SEK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |  10517000 | OU      | $77285.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       441 | NS      | $1851551.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                                | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       237 | NS      | $72293.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp                                                              | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1479 | NS      | $73343.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                                   | Panasonic Holdings Corp                                                            | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      6277 | NS      | $63537.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                          | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      1276 | NS      | $813962.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      3303 | NS      | $1700417.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       599 | NS      | $241972.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd                                                                   | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      3743 | NS      | $339645.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                                   | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     31526 | NS      | $1436881.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      7876 | NS      | $680328.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       823 | NS      | $717656.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                    | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    157947 | NS      | $1250435.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                          | Ajinomoto Co Inc                                                                   | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      5125 | NS      | $138985.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     11926 | NS      | $1577929.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                               | Stantec Inc                                                                        | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      5326 | NS      | $578924.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      9548 | NS      | $287421.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD JPY                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $5735524.98    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                             | Banco BPM SpA                                                                      | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     52109 | NS      | $714888.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                            | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        96 | NS      | $779294.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      8770 | NS      | $1508001.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       598 | NS      | $410610.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     22634 | NS      | $418559.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT DEC25C 96.12                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       772 | NC      | $361875.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                             | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     15908 | NS      | $435720.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics Inc                                                               | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1712 | NS      | $459021.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3230 | NS      | $980821.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                    | SGS SA                                                                             | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |      7377 | NS      | $752529.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                                                    | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |      9932 | NS      | $1037522.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                              | Tapestry Inc                                                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      9563 | NS      | $973704.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies Inc                                                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1796 | NS      | $293520.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     31793 | NS      | $2156837.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                             | Pinterest Inc                                                                      | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28614 | NS      | $1048130.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                                   | TIS Inc                                                                            | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |     13635 | NS      | $453944.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                              | United Airlines Holdings Inc                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      8647 | NS      | $907935.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Isracard Ltd                                              | Isracard Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $3.30          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                               | ROBLOX Corp                                                                        | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9230 | NS      | $1149965.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                     | RPM International Inc                                                              | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      4209 | NS      | $527429.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6100000 | PA      | $6042951.95    | 0.14%             | 2025-11-25      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                           | Pro Medicus Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2938 | NS      | $570661.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio Inc                                                | Twilio Inc                                                                         | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     10873 | NS      | $1148297.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      4592 | NS      | $495748.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                         | IGM Financial Inc                                                                  | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |      2033 | NS      | $72891.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     90169 | NS      | $20931831.66   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003565 CALL USD PUT MXN                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   3400000 | OU      | $3.40          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                                | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      7445 | NS      | $708655.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                    | MatsukiyoCocokara & Co                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65806 | NS      | $1359297.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003230 PUT AUD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   5138000 | OU      | $114.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                      | Banca Mediolanum SpA                                                               | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     66425 | NS      | $1343616.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                                  | Lennox International Inc                                                           | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      1568 | NS      | $874724.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                                 | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     53366 | NS      | $1249914.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       613 | NS      | $355969.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF   | Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF                            | CUSIP: 38149W598<br>LEI: N/A                  | Long             | EC               | RF                | US        |   3383250 | NS      | $204069181.88  | 4.71%             |  |  |  | No            |                  1 | On Loan: —       |
| Cboe Global Markets Inc                                   | Cboe Global Markets Inc                                                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1610 | NS      | $379879.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                  | Builders FirstSource Inc                                                           | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     11354 | NS      | $1574572.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    404287 | NS      | $484102.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -1 | NC      | $-756.90       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD NOK                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-19907.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                            | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |     10439 | NS      | $1046151.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP26C 96                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1600 | NC      | $3870000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                                 | Seven & i Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     47042 | NS      | $608868.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                         | Shionogi & Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      4089 | NS      | $70730.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                 | Sofina SA                                                                          | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |        85 | NS      | $25718.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                | Demant A/S                                                                         | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |     14037 | NS      | $537049.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp                                             | AppLovin Corp                                                                      | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      4599 | NS      | $2201035.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                     | Rivian Automotive Inc                                                              | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |     23415 | NS      | $317741.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -3 | NC      | $-182.47       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                   | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       394 | NS      | $974326.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | E-MINI RUSS 2000 SEP25                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      2360 | NC      | $27839951.52   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                             | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |     20669 | NS      | $603338.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -37 | NC      | $-92.50        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| InPost SA                                                 | InPost SA                                                                          | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | LU        |     40544 | NS      | $589317.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1392 | NS      | $1410792.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      4866 | NS      | $222716.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP26C 97.25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1143 | NC      | $671512.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      3805 | NS      | $958821.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                        | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     12318 | NS      | $1559114.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                                | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1695 | NS      | $218892.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International Inc                                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       471 | NS      | $612789.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP25C 96                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       482 | NC      | $18075.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP25C 95.87                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2359 | NC      | $324362.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd                          | Sumitomo Electric Industries Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     13122 | NS      | $367533.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      4846 | NS      | $1315737.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                                      | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     65387 | NS      | $621461.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saputo Inc                                                | Saputo Inc                                                                         | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |     14133 | NS      | $353800.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                      | Deckers Outdoor Corp                                                               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     10332 | NS      | $1236017.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                                  | NEC Corp                                                                           | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     26117 | NS      | $795281.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs ActiveBeta Emerging Markets Equity ETF      | Goldman Sachs ActiveBeta Emerging Markets Equity ETF                               | CUSIP: 381430206<br>LEI: 549300PZDHNP7HDURN13 | Long             | EC               | RF                | US        |   1345401 | NS      | $51771030.48   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003541 CALL USD PUT SEK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   7148000 | OU      | $7.15          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD CHF                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-1041777.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Toast Inc                                                 | Toast Inc                                                                          | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      2431 | NS      | $109638.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003328 CALL CHF PUT NOK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1980000 | OU      | $2.47          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD JPY                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $83533.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       473 | NS      | $2648350.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                             | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      5825 | NS      | $626886.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                               | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    157836 | NS      | $599495.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                        | Coca-Cola Europacific Partners PLC                                                 | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |       277 | NS      | $24614.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     14225 | NS      | $1196607.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 97.5                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       363 | NC      | $38568.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN27C 96                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1731 | NC      | $4944168.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                                                | Entain PLC                                                                         | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |     45965 | NS      | $545911.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      9776 | NS      | $821868.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                        | Broadridge Financial Solutions Inc                                                 | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      1312 | NS      | $335373.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1891 | NS      | $343481.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                            | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       797 | NS      | $90021.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd                                  | Israel Discount Bank Ltd                                                           | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     59028 | NS      | $584768.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                  | Unipol Assicurazioni SpA                                                           | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     23428 | NS      | $489481.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003506 PUT NZD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |  11734000 | OU      | $6.92          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                          | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |      1287 | NS      | $395327.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                               | Waters Corp                                                                        | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       448 | NS      | $135206.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3098 | NS      | $2269532.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     22200 | NS      | $952112.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                     | iA Financial Corp Inc                                                              | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |      5090 | NS      | $547600.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                          | Zillow Group Inc                                                                   | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      5256 | NS      | $443133.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                                  | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       387 | NS      | $41168.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wix.com Ltd                                               | Wix.com Ltd                                                                        | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |      3791 | NS      | $534834.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     18160 | NS      | $5473787.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |     21569 | NS      | $599188.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     56017 | NS      | $12827893.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     12096 | NS      | $345219.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | Long: ES128220  TRS USD R E CIEQDUG2 INDEX / Short: ES128220  TRS USD P F   .00000 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |  85788532 | OU      | $-1196289.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                        | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     13270 | NS      | $327488.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP25C 96.62                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       921 | NC      | $5756.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                  | Westinghouse Air Brake Technologies Corp                                           | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1526 | NS      | $295281.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                             | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     10997 | NS      | $400331.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA                                     | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |       411 | NS      | $25411.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                        | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      6310 | NS      | $105273.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                | Zalando SE                                                                         | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     38030 | NS      | $1059806.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                         | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      3149 | NS      | $304823.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                       | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     67888 | NS      | $147623.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions Inc                                                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1259 | NS      | $594827.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp                                                                    | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       611 | NS      | $929722.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |       -16 | NC      | $-1730.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd                                     | Fast Retailing Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       101 | NS      | $31570.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                       | Coinbase Global Inc                                                                | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       264 | NS      | $80398.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                 | Graco Inc                                                                          | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      6858 | NS      | $585604.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories Inc                                                             | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       724 | NS      | $468493.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     60636 | NS      | $946589.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Inc                                              | Reliance Inc                                                                       | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      3737 | NS      | $1104881.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD AUD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $3857.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     30031 | NS      | $1416862.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -55 | NC      | $-2200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                       | American Express Co                                                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      4956 | NS      | $1641823.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide Inc                                                          | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     10858 | NS      | $1397424.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |     46547 | NS      | $646872.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       373 | NS      | $84753.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd                                                                 | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     12367 | NS      | $94758.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -2 | NC      | $-4559.22      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                                 | Halma PLC                                                                          | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      2524 | NS      | $112210.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                        | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     29171 | NS      | $1448631.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                                     | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     29684 | NS      | $1212346.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     78794 | NS      | $1433972.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     17100 | NS      | $1931787.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003318 CALL CHF PUT SEK                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   2123000 | OU      | $2.65          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     53295 | NS      | $685793.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR27C 96.5                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1232 | NC      | $2294600.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO003948 PUT NZD CALL JPY                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |  10592000 | OU      | $12422.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT DEC26C 96.5                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2891 | NC      | $4932768.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       339 | NS      | $33550.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                  | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     85345 | NS      | $1092533.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-01

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President