# EDGAR Filing Document

**Accession Number:** 0001535538
**File Stem:** 0000940400-26-002516
**Filing Date:** 2026-1
**Character Count:** 1586644
**Document Hash:** 10b9e598ff879429dcaad6e84160f58c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002516.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0000940400-26-002516

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22641
- **FILM NUMBER:** 26564297

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-28

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $741066245.79

**Total Liabilities:** $206543854.04

**Net Assets:** $534522391.75

**Amount of Assets Invested in Other Investment Companies:** $58603196.73

**Delayed Delivery Securities:** $539788.07

**Cash Not Reported:** $137710685.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1752.07564000 | **1-Year:** 9092.10376000 | **5-Year:** 8426.30366000 | **10-Year:** -356.83766000 | **30-Year:** -658.97609000

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

- **3-Month:** 702.96396000 | **1-Year:** 2534.55711000 | **5-Year:** 7336.53501000 | **10-Year:** 5266.77095000 | **30-Year:** 86.46474000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000130561 | 1.93%                | 1.38%                | 0.09%                |
| Class ID C000130562 | 1.82%                | 1.34%                | -0.00%               |
| Class ID C000130563 | 1.93%                | 1.37%                | 0.00%                |
| Class ID C000130564 | 2.00%                | 1.37%                | 0.08%                |
| Class ID C000130565 | 1.91%                | 1.37%                | 0.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1961854.94              | $2554486.54                                |
| Month 2  | $912884.92               | $6761498.33                                |
| Month 3  | $404000.77               | $3750505.68                                |

### Schedule of Portfolio Investments

| Name                                            | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-491.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | GASOLINE RBOB                                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          19 | NC      | $-66617.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STOCK EXCHANGE OF INDIA LIMITED        | IFSC NIFTY 50                                                               | CUSIP: 000000000<br>LEI: 335800NLY5HYW9I7YE03 | N/A              | DE               | CORP              | IN        |          12 | NC      | $1428.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TRAVIS PERKINS PLC                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7935.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TOKYO METRO CO LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1311.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SABANCI HOLDING                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $28127.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS OKABE CO LTD                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2235.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MINERAL RESOURCES LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-65978.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ADDTECH AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1960.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DOTTIKON ES HOLDING AG                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-89441.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS TREVI - FINANZIARIA INDUSTRIALE SPA                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $161.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SANGFOR TECHNOLOGIES INC                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1587.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AVANGAAD BHD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1038.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                              | JAPAN 10Y BOND(OSE)                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |          -9 | NC      | $101865.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ITALMOBILIARE SPA                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-29214.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HAICHANG OCEAN PARK HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $803.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS OKEA ASA                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9574.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS QL RESOURCES BHD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $664.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS ASCOPIAVE                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2075.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS E INK HOLDINGS INC                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $18724.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS INTERROLL HOLDING AG                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-29420.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS KWS SAAT SE & CO KGAA                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $32659.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PEUGEOT INVEST SA                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1887.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PAKUWON JATI TBK PT                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $576.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | ISRAELI SHEKEL                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -6 | NC      | $-34940.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SPAREBANK 1 SMN                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-25877.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GREAT PORTLAND ESTATES PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-68036.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DBA GROUP SPA                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $8013.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HANALL BIOPHARMA CO LTD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-76766.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS QBE INSURANCE GROUP LTD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9344.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SRG GLOBAL LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $40794.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS UNIMICRON TECHNOLOGY CORP                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1264.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS ASMPT LTD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1018.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS AZIMUT HOLDING SPA                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $25290.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS RENOVA INC                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-7782.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24          | 90-DAY BANK BILL                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           4 | NC      | $-3849.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA YONGDA AUTOMOBILES SERVICES                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $3320.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DECEUNINCK NV                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3616.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ALLEGRO.EU SA                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22669.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SK INNOVATION CO LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2019.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CARREFOUR SA                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3253.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HANDLOWY                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4350.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PICK N PAY STORES LTD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5564.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS BILIBILI INC                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $29197.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS L1 GROUP LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-179.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS AQUAFIL SPA                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1230.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | S&P500 EMINI                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          -4 | NC      | $-34227.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FORMOSA PLASTICS CORP                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13403.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SK IE TECHNOLOGY CO LTD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9746.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ASTROSCALE HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-800.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS EVS BROADCAST EQUIPMENT SA                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2454.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ROBERTET                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4192.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS XTB                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-25993.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HARTADINATA ABADI TBK PT                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $40961.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ZAI LAB LTD                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9884.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HEARTLAND GROUP HOLDINGS LTD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13798.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ABILITY OPTO-ELECTRONICS TECHNOLOGY CO LTD                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2902.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                               | CAC40 10 EURO                                                               | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               | CORP              | FR        |         -27 | NC      | $-36347.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS ASR NEDERLAND NV                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-62997.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KAUFMAN & BROAD SA                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4646.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YAMAHA MOTOR CO LTD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1961.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VOLUTION GRP PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1276.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FUKUDA DENSHI CO LTD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2420.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HD HYUNDAI HEAVY INDUSTRIES CO LTD                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-89.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS KNORR-BREMSE AG                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13848.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ARCADYAN TECHNOLOGY CORP                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-29902.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SUNWAY CONSTRUCTION GROUP BHD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2889.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BELIMO HOLDING AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-70864.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - PEN                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $584.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PALADIN ENERGY LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1851.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SHOEI FOODS CORP                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5882.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KITWAVE GROUP PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3585.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS AICA KOGYO CO LTD                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $452.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DSM-FIRMENICH AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $25844.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS RYOBI LTD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-208.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS BOE VARITRONIX LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-119.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS LASSILA & TIKANOJA OYJ                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $3000.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MAGNUM BERHAD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-636.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WASHINGTON H SOUL PATTINSON & CO LTD                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $11306.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | CURRENCY CONTRACT - MYR                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5103.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MORGAN SINDALL GROUP PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $39077.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KOGAN.COM LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8144.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA REINSURANCE GROUP CORP                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $49360.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SERCO GROUP PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $94280.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS S&P BIOTECHNOLOGY SELECT INDUSTRY TOTAL RETURN INDEX                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1043766.84  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS DSV A/S                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-12129.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS APLEX TECHNOLOGY INC                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1058.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AIB GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $39670.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS BBMG CORP                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4244.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS AUMANN AG                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4363.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                 | CURRENCY CONTRACT - MXN                                                     | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15108.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DINGZING ADVANCED MATERIALS INC                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-25677.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HEALTHCARESELECTSECTORTR INDEX                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-126256.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PRIMAX ELECTRONICS LTD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $11050.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AZTECH GLOBAL LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1835.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MITSUI OSK LINES LTD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $6483.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS COSMO PHARMACEUTICALS NV                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4287.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ADVANCED NANO PRODUCTS CO LTD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3502.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DFDS A/S                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3792.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KENMARE RESOURCES PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5696.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS REGION GROUP                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2158.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                   | CURRENCY CONTRACT - MXN                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13376.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHIPMOS TECHNOLOGIES INC                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9285.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ABC ARBITRAGE                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-637.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HANKYU HANSHIN REIT INC                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-11411.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS LEOPALACE21 CORP                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $12855.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AVRUPAKENT GAYRIMENKUL YATIRIM ORTAKLIGI AS                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12114.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FRASERS PROPERTY LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3507.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS AZ-COM MARUWA HOLDINGS INC                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4560.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TOKYO ELECTRON LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-608.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FINE M-TEC CO LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9401.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS JP-HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $9151.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | US ULTRA BOND CBT                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          63 | NC      | $1422.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                | CURRENCY CONTRACT - MXN                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2360.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EIFFAGE SA                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $18671.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HL MANDO CORPORATION                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $33189.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS IG PORT INC                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TOC CO LTD                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-7343.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | IRS BRL                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $6551.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS NEWRON PHARMACEUTICALS SPA                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-83164.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JAPAN STEEL WORKS LTD/THE                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-7032.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS U-MEDIA COMMUNICATIONS INC                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1772.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TASMEA LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-504.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CLIQ DIGITAL AG                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23601.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association       | CURRENCY CONTRACT - KRW                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25580.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MONADELPHOUS GROUP LTD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $72875.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MOSTOSTAL ZABRZE SA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4407.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DAIMLER TRUCK HOLDING AG                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22672.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BUREAU VERITAS SA                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $192.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHENG SIONG GROUP LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-36288.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHIFT UP CORP                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $14561.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PACIFIC HOSPITAL SUPPLY CO                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6708.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS JUDGES SCIENTIFIC PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $117079.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA SHINEWAY PHARMACEUTICAL GROUP LTD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5879.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHENZHEN CHIPSCREEN BIOSCIENCES CO LTD                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-468.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association       | CURRENCY CONTRACT - KRW                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25994.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SEDANA MEDICAL AB                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $196.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JSP CORP                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $21151.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS AUTO1 GROUP SE                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-54401.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KYOWA KIRIN CO LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1132.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AGESA HAYAT EMEKLILIK                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11876.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NEXTDC LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $8151.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS VITROLIFE AB                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4764.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SUNRESIN NEW MATERIALS CO LTD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1086.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PPHE HOTEL GROUP LTD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-42394.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CTBC FINANCIAL HOLDING CO LTD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association       | CURRENCY CONTRACT - KRW                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21776.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TRIGANO SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-50785.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GAS MALAYSIA BHD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $35.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MONEX GROUP INC                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3505.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ZIP CO LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9601.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS XI'AN SHAANGU POWER CO LTD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1498.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS EXOR NV                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9658.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SIEMENS HEALTHINEERS AG                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6104.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS ZAR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-8737.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LUNIT INC                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $23605.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ARBONIA AG                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $70007.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                | CURRENCY CONTRACT - KRW                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21810.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SCOUT24 SE                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-51814.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MAZDA MOTOR CORP                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $30976.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ADARO ANDALAN INDONESIA PT                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-345.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GFPT PCL                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $12622.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CYBERLINK CORP                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SACYR SA                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-117408.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HONG LEONG INDUSTRIES BHD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4795.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS PLATZER FASTIGHETER HOLDING AB                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1740.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHANGHAI UNITED IMAGING HEALTHCARE CO LTD                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-754.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SUBSEA 7 SA                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $7411.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association       | CURRENCY CONTRACT - KRW                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17354.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BREVILLE GROUP LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1031.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ASTRAL FOODS LTD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $56841.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PARAGON BANKING GROUP PLC                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6911.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS TESSENDERLO GROUP SA                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1982.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS FINNAIR OYJ                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-10833.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS HORNBACH HOLDING AG & CO KGAA                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5668.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JIANGSU YUXING FILM TECHNOLOGY CO LTD                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3083.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS STANDARD CHEM & PHARM CO                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2068.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS EIKEN CHEMICAL CO LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-18441.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS PACIFIC BASIN SHIPPING LTD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-13115.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8173.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHOCHIKU CO LTD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5849.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AEON THANA SINSAP THAILAND PCL                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4615.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS IOI CORP BHD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19781.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHENZHEN INVESTMENT LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-845.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS REALTEK SEMICONDUCTOR CORP                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-32998.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS PUBLIC PROPERTY INVEST AS                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $340.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ACADEMEDIA AB                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $50501.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NIPPON REIT INVESTMENT CORP                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $11536.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SHINHAN FINANCIAL GROUP CO LTD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2285.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ASCENCIO                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $16108.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - INR                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4834.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PRAEMIUM LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $12912.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SUZUKI CO LTD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $19110.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS INFINEON TECHNOLOGIES AG                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4872.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS C&D PROPERTY MANAGEMENT GROUP CO LTD                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-572.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA FEIHE LTD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1019.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS PHARMANUTRA                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $2805.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NIPPON TELEGRAPH & TELEPHONE CORP                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2897.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FARM FRESH BERHAD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6374.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS MAYR MELNHOF KARTON AG                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $20390.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FINATEXT HOLDINGS LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $7483.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - INR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1306.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ZOZO INC                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4735.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SECURITY BANK CORP                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3592.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MIRAIT ONE CORP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $25115.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SPAREBANKEN VEST                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-22972.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RESOLUTE MINING LTD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $10268.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ARJO AB                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-48847.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS DNO ASA                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1760.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS NEXI                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $268.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS GEORG FISCHER AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2644.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ANADOLU EFES                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2429.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                | CURRENCY CONTRACT - IDR                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-328.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ADDLIFE AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $63906.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CVC CAPITAL PARTNERS PLC                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $27162.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MITRA ADIPERKASA TBK                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-174.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HUADIAN POWER INTERNATIONAL CORP LTD                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4551.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS L.D.C.                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3058.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FOSTER ELECTRIC CO LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $82135.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DEXUS INDUSTRIA REIT                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $141.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS BAYERISCHE MOTOREN WERKE AG                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8193.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHANGHAI PHARMACEUTICALS HOLDING CO LTD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4102.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JNBY DESIGN LTD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $29549.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | WHEAT (CBT)                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $595.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                    | CURRENCY CONTRACT - HUF                                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3279.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS STEADFAST GROUP LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $12291.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HUTCHMED CHINA LTD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6394.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MITSUI FUDOSAN LOGISTICS PARK INC                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-18233.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AMMAN MINERAL INTERNASIONAL PT                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6213.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VUSIONGROUP                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12888.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS EXPERIAN PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $10792.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS PROSPERITY REAL ESTATE INVEST TRUST                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-618.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RAMSSOL GROUP BERHAD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2579.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS RONSHIN GROUP                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-102.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JIANGSU EXPRESSWAY CO LTD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1491.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - HUF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25255.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SEJIN HEAVY INDUSTRIES CO LTD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15817.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BINEX CO LTD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12700.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DISCOVERY LTD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-156723.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS UNICHARM CORP                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $14663.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TORUNLAR GAYRIMENKUL YATIRIM ORTAKLIGI AS                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $20144.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ADVANCED POWER ELECTRONICS                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1690.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SCG PACKAGING PCL                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $451.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS INSTALCO AB                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6444.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS CATENA AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-12393.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SKF AB                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $33186.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                   | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $535.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KOREA AEROSPACE INDUSTRIES LTD                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12140.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SEVEN BANK LTD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-12256.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SUPER HI INTERNATIONAL HOLDING LTD                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4745.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TREASURE FACTORY CO LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2209.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LS CORP                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3635.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SILERGY CORP                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $36352.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PHARMICELL CO LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $17889.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHEIL WORLDWIDE INC                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6047.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                | TRS DBCRFLBU INDEX                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DE               | CORP              | DE        |           1 | NC      | $162201.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS REGIS HEALTHCARE LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5657.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS REPUBLIC OF ARGENTINA                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $24674.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS UNITED ORTHOPEDIC CORPORATION                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1092.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INDOFOOD SUKSES MAKMUR TBK PT                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14016.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TATUNG CO LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $11587.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS BELC CO LTD                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1014.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ARGOSY RESEARCH                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8917.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ESR-REIT                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BANK OF THE PHILIPPINE ISLANDS                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $11937.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HUA HONG SEMICONDUCTOR LTD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-112376.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS FUCHS SE                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2538.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SD BIOSENSOR INC                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5299.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | FTSE 100 IDX                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |           4 | NC      | $6765.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YUEXIU SERVICES GROUP LTD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8813.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS HEXAGON COMPOSITES ASA                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $33763.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NEXTONE INC                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-5968.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DOOSAN ROBOTICS INC                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3466.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ASHMORE GROUP PLC                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2267.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RUBIS SCA                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $51802.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CHAPTERS GROUP AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-281.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS COCA COLA ICECEK                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14417.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NTN CORP                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $51650.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PTG ENERGY PCL                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2987.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24          | AUST 10Y BOND                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          38 | NC      | $-55397.55    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SGS SA                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13174.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS HOWA MACHINERY LTD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1961.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BRIDGEPOINT GROUP PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1474.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ROYAL UNIBREW A/S                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $23871.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA AIRCRAFT LEASING GROUP HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2159.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ELECOM CO LTD                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1269.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SOLGOLD PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-211059.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SCHINDLER HOLDING AG                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $18884.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS VIMIAN GROUP AB                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $30088.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS VEND MARKETPLACES ASA                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-8675.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT               | EURO STOXX 50                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |           6 | NC      | $4462.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SFA                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15298.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS INTERCARS                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4869.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AIRPORTS OF THAILAND PUBLIC CO                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-45159.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FUJIO FOOD GROUP INC                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1014.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VINCI SA                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16623.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YAMAGUCHI FINANCIAL GROUP INC                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $54583.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS MAIRE SPA                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $70821.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS ESPRINET                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13249.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SANTANA MINERALS LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27307.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BABCOCK INTERNATIONAL GROUP PLC                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $96173.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | US LONG BOND(CBT)                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          44 | NC      | $-1587.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NAN PAO RESINS CHEMICAL CO LTD                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11564.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TOPCO TECHNOLOGIES CORP                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2314.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PERUSAHAAN GAS NEGARA TBK PT                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $13631.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS POLY PROPERTY SERVICES CO LTD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $17967.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EASTERN & ORIENTAL BHD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5845.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BANK OF ZHENGZHOU CO LTD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $702.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHAOJU EYE CARE HOLDINGS LTD                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4857.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS MATSUYA CO (TOKYO)                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-79044.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS UNID CO LTD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-49737.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS THOMSON MEDICAL GROUP LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3087.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | US 10YR NOTE (CBT)                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         121 | NC      | $-17798.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS KALMAR OYJ                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1585.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AMP LTD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $27036.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ONEWO INC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11293.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CONVATEC GROUP PLC                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4730.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS METALS X LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $35680.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ASUSTEK COMPUTER INC                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17411.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NTG NORDIC TRANSPORT GROUP A/S                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $12089.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS S-OIL CORP                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27098.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SITC INTERNATIONAL HOLDINGS CO LTD                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-681.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS UNIMICRON TECHNOLOGY CORP                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-45924.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                        | SILVER                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |           3 | NC      | $83318.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS NN GROUP NV                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $79426.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CANAL+ SA                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $12605.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CAFE24 CORP                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-41324.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MARUMAE CO LTD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-21390.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SVEAFASTIGHETER AB                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $7401.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS HUGO BOSS AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15600.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LEENO INDUSTRIAL INC                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6293.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS XD INC                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $32264.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS POSTE ITALIANE SPA                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $36799.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS WUXI APPTEC CO LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $38362.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | WHEAT (CBT)                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -5 | NC      | $938.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | 3 MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         158 | NC      | $-20944.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HUA NAN FINANCIAL HOLDINGS CO LTD                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2516.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS PALFINGER AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4020.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SANTANDER BANK POLSKA SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1601.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MESOBLAST LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7683.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ASCOM HOLDING AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $9442.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HYUNDAIMTR                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18356.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS HAPAG-LLOYD AG                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5461.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CEWE STIFTUNG & CO KGAA                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11514.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LAND SECURITIES GROUP PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8521.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RENEW HOLDINGS PLC                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-25079.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          19 | NC      | $-8392.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS COBRAM FPO                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1277.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ZERIA PHARMACEUTICAL CO LTD                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $972.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ANPEC ELECTRONICS CORP                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $38748.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ASAHI CO LTD                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $76.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS NIHON DEMPA KOGYO                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $14620.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA RESOURCES MEDICAL HOLDINGS CO LTD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-43590.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SINOFERT HOLDINGS LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $12296.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BDO UNIBANK INC                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7247.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TESS HOLDINGS CO LTD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3157.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS AHRESTY CORPORATION                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $445.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | E-MINI RUSS 2000                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |           1 | NC      | $9442.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HARMONY GOLD MINING CO LTD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $81309.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SYNNEX TECHNOLOGY INTERNATIONAL CORP                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4860.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MATSUDA SANGYO CO LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $10122.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GRIFOLS SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12333.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS BECHTLE AG                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11807.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AEW UK REIT PLC                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $449.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MO-BRUK SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2471.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SAINT GOBAIN                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $20957.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SPEEDY HIRE PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21761.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NITORI HOLDINGS CO LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4676.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | 3MO EURO EURIBOR                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          60 | NC      | $-22662.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS RTL GROUP SA                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16275.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TOSEI REIT INVESTMENT CORP                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8506.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS NORTHAM PLATINUM HOLDINGS LTD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-203262.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SEPTENI HOLDINGS CO LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1816.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SOLUS ADVANCED MATERIALS CO LTD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6175.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SECURE TRUST BANK PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $46942.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HANKYU HANSHIN HOLDINGS INC                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1216.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DOOSAN ENERBILITY CO LTD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-204.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BCI MINERALS LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2310.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TBC BANK GROUP PLC                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $28598.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | DOLLAR INDEX                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              | CORP              | US        |           2 | NC      | $-253.34      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VOLEX PLC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3539.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NISSIN FOODS HOLDINGS CO LTD                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1375.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SIAM GLOBAL HOUSE PCL                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2298.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PGE POLSKA GRUPA ENERGETYCZNA SA                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $97282.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BUFAB AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2301.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DAEWON PHARMACEUTICAL CO LTD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5922.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS VALOR HOLDINGS CO LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $66021.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS WAREHOUSES DE PAUW CVA                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3864.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ABRDN PLC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $88788.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS INTERMEDIATE CAPITAL GROUP PLC                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-62.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT               | EURO-SCHATZ                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         101 | NC      | $-10955.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SYNEKTIK SA                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $95643.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS STELLANTIS                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14539.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GRUPA AZOTY SA                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2938.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EMPIRIC STUDENT PROPERTY PLC                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5223.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS OCK GROUP BHD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-305.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CERES POWER HOLDINGS PLC                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-98329.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS TECAN GROUP AG                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4681.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SEMBCORP INDUSTRIES LTD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7570.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CAFE DE CORAL HOLDINGS LTD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-9326.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS MEDMIX N                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $546.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | DJIA MINI E-CBOT                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               | CORP              | US        |          -5 | NC      | $-36894.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FLIGHT CENTRE TRAVEL GROUP LTD                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7099.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CLIO COSMETICS CO LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9571.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KENDA RUBBER INDUSTRIAL CO LTD                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3939.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS K CAR CO LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-912.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS UNITED OVERSEAS BANK LTD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $718.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HANSSEM CO LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7739.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FUNDING CIRCLE HOLDINGS PLC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-32977.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS LK TECHNOLOGY HOLDINGS LTD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-281.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS OKINAWA FINANCIAL GROUP INC                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $85195.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ICHIBANYA CO LTD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1541.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | COTTON NO.2                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          -6 | NC      | $6057.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GENUS PLC                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $23897.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HOTAI MOTOR CO LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1238.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DEUTSCHE BANK AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $90287.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NORDEA BANK ABP                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $10125.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS VGP NV                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-45467.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PINEWOOD TECHNOLOGIES GROUP PLC                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5696.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DAEJOO ELECTRONIC MATERIALS CO LTD                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1472.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS MEDACTA GROUP SA                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-40402.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FIRSTGROUP PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15664.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NEUREN PHARMACEUTICALS LTD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26100.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | BRENT CRUDE                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          -5 | NC      | $-2777.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HANON SYSTEMS                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10642.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS VERBIO SE                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-77304.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS AEGON LTD                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $39303.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS STRAUMANN HOLDING AG                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $7024.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HANA TECHNOLOGY CO LTD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7675.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WHA CORP PCL                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3016.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FARGLORY F T Z INVESTMENT HOLDING CO LTD                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6000.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS HMS NETWORKS AB                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4512.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS LOGITECH INTERNATIONAL SA                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $111235.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HANWHA SOLUTIONS CORP                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $25975.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                          | CAN 10YR BOND                                                               | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |          88 | NC      | $17754.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHANGRI-LA ASIA LTD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3744.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SMOORE INTERNATIONAL HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $25330.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SPAREBANK 1 OESTLANDET                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-9618.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS AUTONEUM HOLDING AG                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $74247.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS LINDEX GROUP OYJ                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1925.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS EURAZEO SE                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2020.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS UNIVERSAL MICROWAVE TECHNOLOGY INC                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17092.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS STEF                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $39.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FUJIFILM HOLDINGS CORP                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1993.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS JCDECAUX SE                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13394.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | WHEAT (CBT)                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -33 | NC      | $13526.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | WTI CRUDE                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         -18 | NC      | $-1869.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MINGXIN NEW MATERIAL CO LTD                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1510.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS EBRO FOODS SA                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $29370.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS INVESTIS HOLDING SA                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1855.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BIONIME CORP                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4112.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS FORTUM CORPORATION                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-10806.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BANK OF GEORGIA GROUP PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $130705.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS HELLOFRESH SE                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-42886.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TEO SENG CAPITAL BHD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $472.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DEVELIA SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11602.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SKC CO LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7190.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                               | CAC40 10 EURO                                                               | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               | CORP              | FR        |          12 | NC      | $18741.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ANKER INNOVATIONS TECHNOLOGY CO LTD                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5238.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DEPPON LOGISTICS CO LTD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4921.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS L'OREAL SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1701.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CK INFRASTRUCTURE HOLDINGS LTD                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2518.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS J FRONT RETAILING CO LTD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-5860.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BRUNELLO CUCINELLI SPA                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3539.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KEISEI ELECTRIC RAILWAY CO LTD                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2965.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS STRIKE ENERGY LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $11812.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ASIA CEMENT CORP                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $827.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SAGAX AB B                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $7156.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | CORN                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -95 | NC      | $-23312.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HUBEI YIHUA CHEMICAL INDUSTRY CO LTD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6147.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BETSSON AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-31907.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHIMANO INC                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $27962.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | IRS COP                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-47394.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ALPHA NETWORKS INC                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1355.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS NIPPON AVIONICS CO                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7594.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HOTEL SHILLA CO LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $33544.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PETS AT HOME GROUP PLC                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5768.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS EQUASENS                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $845.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS HUF                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5791.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN OIL                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |           2 | NC      | $1260.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS COMMONWEALTH BANK OF AUSTRALIA                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $36354.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS HUF                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $9680.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS RESTAURANT BRANDS NEW ZEALAND LTD                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2740.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KARNOV GROUP AB                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9384.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SAP SE                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $26480.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MAINFREIGHT LTD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12369.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MOBICO GROUP PLC                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-115.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SALMON EVOLUTION ASA                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $25385.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ACCIONA SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $62760.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ADVANCED CERAMIC X CORP                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1888.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                      | 10YR MINI JGB                                                               | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DIR              | CORP              | SG        |          10 | NC      | $-6053.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CENTRAL OMEGA RESOURCES TBK PT                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-91.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SUMITOMO MITSUI TRUST GROUP INC                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $8147.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VICAT SACA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $123867.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ELNUSA TBK PT                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1516.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS DOW JONES U.S. SELECT PHARMACEUTICALS TOTAL RETURN INDEX                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-843789.62   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS MING YUAN CLOUD GROUP HLDGS LTD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19293.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | IRS COP                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-12093.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CELLNEX TELECOM SA                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $73323.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TIAN LUN GAS HOLDINGS LTD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4023.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RAYDIUM SEMI-CONDUCTOR CORPORATION                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7172.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-35.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JAPAN PROPERTY MANAGEMENT CENTER CO LTD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5170.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ENGCON AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $17429.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ENKA INSAAT                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-791.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VIDRALA, S.A.                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16919.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BARRY CALLEBAUT AG                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-39480.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NORSK HYDRO ASA                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $18704.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS QUILTER PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11268.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CJ CGV CO LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1665.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SAMSUNG E&A CO LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2127.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS UNILEVER PLC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $15.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1158.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ACCENT GROUP LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23245.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BUDIMEX SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9939.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS RAKUS CO LTD                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3805.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS APOTEA AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6435.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHENZHEN SUNWAY COMMUNICATION CO LTD                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7436.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS OSAKA SODA CO LTD                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-28213.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS UNICAJA BANCO, S.A.                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9946.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS JUNGFRAUBAHN HOLDING AG                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23144.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SANKYO CO LTD                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2506.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS ARAKAWA CHEMICAL INDUSTRIES                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $407.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-69.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SOUTHCHIP SEMICONDUCTOR TECHNOLOGY SHANGHAI CO LTD                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4922.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KUNSHAN DONGWEI TECHNOLOGY CO LTD                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7948.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NUVOTON TECHNOLOGY CORP                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6274.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BRAVIDA HOLDING AB                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-21521.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS DAIWA OFFICE INVESTMENT CORP                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-10041.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS NATURGY ENERGY GROUP                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1570.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS PEAB AB SER. B                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $505.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS J D WETHERSPOON PLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4087.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PHOENIX GROUP HOLDINGS PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-96500.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS WALLENSTAM AB                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $697.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS TROAX GROUP AB                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $24373.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SKANDINAVISKA ENSKILDA BANKEN AB                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1677.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MERIDIAN ENERGY LIMITED NPV                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2899.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS CLOUDBERRY CLEAN ENERGY ASA                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-7679.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AEROPORTS DE PARIS SA                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-36541.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HONG LEONG ASIA LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $17107.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS TELEKOM AUSTRIA AG                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1728.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS HUMANA AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6911.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GREAT TREE PHARMACY CO LTD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $16403.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NETBAY PCL                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2482.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA RISUN GROUP LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5906.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KMW CO LTD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3593.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS BRILLIANCE CHINA AUTOMOTIVE HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-15733.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS OPEN HOUSE GROUP CO LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $54998.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS COMET RIDGE LTD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3588.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HYUNDAI DEPARTMENT STORE CO LTD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6291.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MINISO GROUP HOLDING LTD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4818.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS BEIJING TONG REN TANG CHINESE MEDICINE CO LTD                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-5394.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AIR NEW ZEALAND LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $635.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MALAYSIA SMELTING CORP BHD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1821.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT               | EURO STOXX 50                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |          -5 | NC      | $-3235.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-971.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA AVIATION OIL SINGAPORE CORP LTD                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $14913.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MARKETECH INTERNATIONAL CORP                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $25418.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FLUTTER ENTERTAINMENT PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $10045.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HANMI PHARM CO LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22502.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS VALUETRONICS HOLDINGS LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9100.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ALLIANCE GLOBAL GROUP INC                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1001.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHAMPION REIT                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4041.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS FLSMIDTH & CO A/S                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-17908.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS COLLINS FOODS LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $46351.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ADI SARANA ARMADA TBK                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14448.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2143.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SABESP                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11383.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FITTECH CO LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7675.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS WICKES GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $67999.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CENTRAL ASIA METALS PLC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5545.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SKANSKA AB SER. B                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $12106.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DAEWOO ENGINEERING & CONSTRUCTION CO LTD                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $22627.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TAV HAVALIMANLARI                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18537.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CORETRONIC CORP                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30202.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS RWE AG                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18201.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS YARA INTERNATIONAL ASA                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4326.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1164.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FOCUSLIGHT TECHNOLOGIES INC                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2993.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TODA CORP                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-15724.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SHIN-ETSU POLYMER CO                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $323.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SEGA SAMMY HLDGS INC                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $5683.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA FOODS LTD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $34752.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ENEL SPA                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-37372.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VITAL HEALTHCARE PROPERTY TRUST                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1406.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ONENESS BIOTECH CO LTD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1331.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MARCOPOLO MARINE                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12550.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SPARK NEW ZEALAND LTD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $7946.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-191.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SIEMENS ENERGY AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $21004.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CORP ACCIONA ENERGIAS RENOVABLES SA                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22269.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ALTEN                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6282.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ENEA SA                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $62214.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS GERRESHEIMER AG                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $40571.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SAN FANG CHEMICAL                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15167.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS YIT OYJ                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-30165.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KANSAI ELECTRIC POWER CO INC/THE                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-24563.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS RATIONAL AG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2989.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JIANGSU SUZHOU RURAL COMMERCIAL BANK CO LTD                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3258.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3228.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BLOOMSBURY PUBLISHING PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3310.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                  | IRS USD                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1447.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ANA HOLDINGS INC                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5761.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FUGRO                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13849.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS PCCW LTD                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-27190.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KOBE BUSSAN CO LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $10603.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ISDN HOLDINGS LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3619.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SQUARE ENIX HOLDINGS CO LTD                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $3784.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS HOLMEN AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $13485.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HANWHA OCEAN CO LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8969.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3745.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS CLAS OHLSON AB                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $103365.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS YOUNGONE HOLDINGS CO LTD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $20747.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AURA ENERGY LTD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-704.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS VALUE ADDED TECHNOLOGY CO LTD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1520.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JIN AIR CO LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13086.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TURKIYE SINAI KALKINMA BANKASI AS                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11146.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VELESTO ENERGY BERHAD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3345.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA STEEL CORP                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5311.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS TOYO SUISAN KAISHA                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1615.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS THUNGELA RESOURCES LTD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-83043.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-270.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GUANGZHOU BAIYUN INTERNATIONAL AIRPORT CO LTD                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2672.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS REPLY SPA                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-52569.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WW HOLDING INC                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9361.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS REVENIO GROUP OYJ                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9718.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS UNIVERSAL MUSIC GROUP NV                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3388.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DE' LONGHI SPA                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26354.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CONTEMPORARY AMPEREX TECHNOLOGY CO LTD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-46544.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS M3 INC                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8596.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SURGICAL SCIENCE SWEDEN AB                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $38108.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS JAMES HALSTEAD PLC                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4211.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-309.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SPEED TECH                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3173.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DOM DEVELOPMENT SA                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $22309.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KANEMATSU CORP                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $36064.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS KONINKLIJKE BAM GROEP NV                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $147466.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS ADYEN                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $10841.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS JOHNSON SERVICE GROUP PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2025.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AREIT INC                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1845.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SAMPO OYJ                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-45726.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HEINEKEN MALAYSIA BHD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8917.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS OESTERREICHISCHE POST AG                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1540.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FUJI KYUKO CO LTD                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $138.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHUNBO CO LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11716.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HECTO INNOVATION CO LTD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10539.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HYUNDAI MOBIS CO LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1851.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MUHIBBAH ENGINEERING M BHD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2554.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FIRST RESOURCES LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $22400.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RECKITT BENCKISER GROUP PLC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-34539.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INTEGRAL DIAGNOSTICS LTD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11810.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS STAR ASIA INVESTOMENT CORPORATION                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8314.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CAREGEN CO LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-58476.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2024.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS NINETY ONE PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12333.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS VAT GROUP AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-86205.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS FAGRON                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2565.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HANGZHOU HESHUN TECHNOLOGY CO LTD                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4630.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS UNITECH PRINTED CIRCUIT BOARD CORP                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8054.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MCNEX CO LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11473.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HD HYUNDAI CO LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $28642.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NETLINK NBN TRUST                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-24567.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SERICA ENERGY PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9206.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS GENSCRIPT BIOTECH CORP                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1878.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                      | CBOE VIX                                                                    | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |          43 | NC      | $-76720.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2459.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LG INNOTEK CO LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $34492.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS INDEKS BILGISAYAR                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5893.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS UNI-PRESIDENT CHINA HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-14073.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS DIGITAL INFORMATION TECHNOLOGIES CORP                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4357.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS NEWPRINCES SPA                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23266.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS ALSO N                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $15357.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KOREA GAS CORP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-404.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KOREA ELECTRIC TERMINAL CO LTD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-28751.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LG ELECTRONICS INC                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3254.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PERNOD RICARD SA                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $76174.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-343.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KIKKOMAN CORP                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-12172.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KUDAN INC                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-702.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DREWLOONG PRECISION INC                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5107.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KUALA LUMPUR KEPONG BHD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3742.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ALZCHEM GROUP AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $18625.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS GFT TECHNOLOGIES SE                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-895.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS GALENICA AG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11403.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NIPPON PROLOGIS REIT INC                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2109.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MEMBERS CO LTD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4132.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS COSMECCA KOREA CO LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6726.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $811.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DI DONGIL                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $51911.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BONHEUR ASA                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $424.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS FASTIGHETS AB BALDER                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $793.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DO & CO AG                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2099.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FRONTEO INC                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-18557.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ORICA LTD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3629.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WT MICROELECTRONICS CO LTD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7558.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SK ETERNIX CO LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $14136.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NITTO KOGYO CORP                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $483.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS BINJIANG SERVICE GROUP CO LTD                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5617.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-203.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AMREST HOLDINGS SE                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-306.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MERSEN SA                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $26.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TOWER LTD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $11113.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BURBERRY GROUP PLC                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12927.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PUMTECH KOREA CO LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1002.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ODAKYU ELECTRIC RAILWAY CO LTD                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2762.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KOBAYASHI PHARMACEUTICAL CO LTD                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $6289.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PRIMARY HEALTH PROPE                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $8972.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BANCA GENERALI SPA                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5982.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SERVICE STREAM LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $35774.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-191.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS STRABAG SE                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $7099.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BRAVURA SOLUTIONS LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $11543.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS QANTAS AIRWAYS LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8901.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SPRINGER NATURE AG & CO KGAA                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1229.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ROLLS-ROYCE HOLDINGS PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1462.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ECONOCOM GROUP SA/NV                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1562.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS LUYE PHARMA GROUP LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5872.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ASAHI INTECC CO LTD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $33164.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MFE-MEDIAFOREUROPE NV                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $36604.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MARSTON'S PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $94525.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-259.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MFE-MEDIAFOREUROPE NV                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9987.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FERROVIAL SE                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-48889.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS NEWRIVER REIT PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-470.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AVATION PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-595.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MAPLETREE LOGISTICS TRUST                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18985.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS COMFORIA RESIDENTIAL REIT INC                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-12360.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS EG INDUSTRIES BHD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3667.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA LIFE INSURANCE CO LTD                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HBX GROUP INTERNATIONAL PLC                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $26613.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS DOW JONES U.S. SELECT MEDICAL EQUIPMENT INDEX                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-479959.13   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-301.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS KARDEX HOLDING AG                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-500.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS DAH SING BANKING GROUP LTD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $37007.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SOOP CO LTD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-33339.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BALFOUR BEATTY PLC                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $153792.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS STANDARD BANK GROUP LTD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9667.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS PERSOL HOLDINGS CO LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5104.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TERRASKY CO LTD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-22494.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS UNISEM (M) BHD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3629.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SHURGARD SELF STORAGE LTD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2106.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS POCO HOLDING CO LTD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1468.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-0.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DAMAI ENTERTAINMENT HOLDING                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14352.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DATATEC LTD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $99086.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS XP POWER LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-270.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MACRONIX INTERNATIONAL CO LTD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-77900.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PHA CO LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1652.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS DERMAPHARM HLDG SE                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7838.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TECHMATRIX CORP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2169.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES SA                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $100909.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SEATRIUM LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1127.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VERTU MOTORS PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2868.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1316.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS OMNIA HOLDINGS LTD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $25393.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INMOBILIARIA COLONIAL SOCIMI SA                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-29925.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BALTIC CLASSIFIEDS GROUP PLC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $35051.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SK BIOSCIENCE CO LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1529.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA SUNTIEN GREEN ENERGY CORP LTD                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS LIBERTA CO LTD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1038.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SOLUTIONS 30 SE                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21810.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS USI CORPORATION                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2210.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS THYSSENKRUPP NUCERA AG & CO KGAA                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7560.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DRDGOLD LTD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-83327.14    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $746.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ASIA POLYMER                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1444.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                | TRS DBCRFMNU INDEX                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DE               | CORP              | DE        |           1 | NC      | $212889.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ZALANDO SE                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11381.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS DEDICARE AB                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-3343.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS RENESAS ELECTRONICS CORP                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2293.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS BAYER AG                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $58625.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EIRGENIX INC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5681.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                | TRS DBCOWNVU INDEX                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DE               | CORP              | DE        |           1 | NC      | $335126.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                  | TRS SWAPTOTB EGYTB                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $177038.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TOUMEI CO LTD                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1496.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | US 10YR ULTRA                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -17 | NC      | $-4999.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-701.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS OCI HOLDINGS CO LTD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2961.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RATCH GROUP PCL                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2616.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TTY BIOPHARM CO LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $168.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YANKUANG ENERGY GROUP CO LTD                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1959.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NEXON GAMES CO LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $19576.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AB INBEV                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4399.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MITSUI-SOKO HOLDINGS CO LTD                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3832.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FARADAY TECHNOLOGY CORP                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2947.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PANION & BF BIOTECH INC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $373.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NCC AB                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $37320.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $72.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SAMSUNG ELECTRONICS CO LTD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-524.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AMOTIV LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7758.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS IONOS GROUP SE                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2419.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS VALQUA LTD                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-39324.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NIPPON SHEET GLASS CO LTD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-921.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHISEIDO CO LTD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $8766.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHIP HEALTHCARE HOLDINGS INC                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $79067.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS HIBIYA ENGINEERING                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16370.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ODFJELL TECHNOLOGY LTD                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $19925.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS IMCD NV                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $32079.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3087.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS NEDBANK GROUP LTD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10636.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BYSTRONIC AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4685.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NESTE OYJ                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-130644.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SAMSONITE GROUP SA                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-12815.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS POU CHEN CORP                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6497.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS BELL SYSTEM24 HOLDINGS INC                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3886.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS PSP SWISS PROPERTY AG                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17757.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SEOBU T&D                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13523.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NITTA GELATIN INC                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $13278.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                   | IRS MYR                                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2475.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7144.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ST JAMES'S PLACE PLC                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $10873.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PETERSHILL PARTNERS PLC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $7615.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS RELIANCE WORLDWIDE CORP LTD                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1605.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS HONG KONG EXCHANGES & CLEARING                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4886.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SEIREN CO LTD                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2662.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FLEETWOOD LTD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5947.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KRUNG THAI BANK PCL                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $23842.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SYENSQO                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10216.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SKISTAR AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-7922.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KB FINANCIAL GROUP INC                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3086.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5555.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NIKON CORP                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1211.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SUNONWEALTH ELECTRIC MACHINE INDUSTRY CO LTD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $27203.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PI ADVANCED MATERIALS CO                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2250.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ALCON AG                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $14846.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LOTTE RENTAL CO LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2064.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS TECHNOPROBE SPA                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-146381.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS CHEMOMETEC A/S                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $25391.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ZHONGJI INNOLIGHT CO LTD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-39206.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ASIA OPTICAL CO INC                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1763.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LVMH MOET HENNESSY LOUIS VUITTON SE                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11972.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3342.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS PROSUS NV                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5122.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS LY CORP                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-19888.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS PNE AG                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $35330.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SPORTS TOTO BHD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-537.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CAPITALAND MALAYSIA TRUST                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-915.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MEDYTOX INC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-956.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YUE YUEN INDUSTRIAL HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $11991.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EVA AIRWAYS CORP                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-48644.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ANTA SPORTS PRODUCTS LTD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $8767.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HYGEIA HEALTHCARE HOLDINGS CO LTD                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $7012.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9751.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS VESTAS WIND SYSTEMS A/S                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $96376.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS VIVA ENERGY GROUP LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1647.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS TAMBURI INVESTMENT PARTNERS SPA                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10374.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS CARGOTEC OYJ                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1261.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NISSEI ASB MACHINE CO LTD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-245.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS STARLUX AIRLINES CO LTD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $14133.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SPAR GROUP LTD/THE                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-70377.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NELLY GROUP AB                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $22469.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MR PRICE GROUP LTD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13827.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CHANDRA ASRI PACIFIC TBK                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2941.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6199.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS MARIMEKKO OYJ                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-614.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JAPAN AIRLINES CO LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4535.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SOUTHERN CROSS ELECTRICAL ENGINEERING LTD                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $25774.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ASROCK INC                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16632.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GENTING SINGAPORE LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3765.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS POWER ASSETS HOLDINGS LTD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2926.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CAIRN HOMES PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $58021.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS AZELIS GROUP NV                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $63333.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SIGNIFY NV                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $34546.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WEMADE CO LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $24723.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-289.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INNOSPACE CO LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $612.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DETERRA RE FPO                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8880.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TK GROUP HOLDINGS LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2433.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MAXIS BHD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $19687.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SCALES CORP LTD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $13414.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PLUXEE N.V.                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-45189.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EGIS TECHNOLOGY INC                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1645.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MOMENTUM GROUP LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $63.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS ECKERT & ZIEGLER SE                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3220.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS DANSKE BANK A/S                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $39192.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1007.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MERCARI INC                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-966.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SOFINA SA                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4970.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CUC INC                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $3654.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ALTAREA SCA                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3404.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BILFINGER SE                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $67755.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CANCOM SE                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $33799.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AGL ENERGY LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9536.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS PRORED PARTNERS CO LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $438.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS THYSSENKRUPP AG                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11128.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ALSTOM SA                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5655.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                      | CBOE VIX                                                                    | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |           6 | NC      | $-4630.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5461.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CJ CORP                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2082.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SINAR EKA SELARAS TBK PT                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2446.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SUNAC SERVICES HOLDINGS LTD                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $3836.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TOEI CO LTD                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2114.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS AGILYX ASA                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5362.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA LITERATURE LTD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8172.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CLARANOVA SE                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3206.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LEGAL & GENERAL GROUP PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22985.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CASWELL INC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3146.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AUTO PARTNER SA                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5713.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1413.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS VECTOR LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1224.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SCHOUW & CO A/S                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1137.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FRASERS GROUP PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38943.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA ENERGY ENGINEERING CORP LTD                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4245.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS DEUTSCHE PFANDBRIEFBANK AG                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $26051.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHANGHAI HAOHAI BIOLOGICAL TECHNOLOGY CO LTD                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1489.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GPT GROUP/THE                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $14009.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INGENIA COMMUNITIES GROUP                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11660.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS POWERCHIP SEMICONDUCTOR MANUFACTURI                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-91868.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NAN KANG RUBBER TIRE CO LTD                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $8969.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-280.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS GEELY AUTOMOBILE HOLDINGS LTD                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2801.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AMAERO LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9229.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS APA GROUP                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6159.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NETRONIX INC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1322.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS KONINKLIJKE AHOLD DELHAIZE NV                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $22922.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KALEKIM KIMYEVI MADDELER SANAYI VE TICARET AS                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9443.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BEIJER REF AB                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2640.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DARBOND TECHNOLOGY CO LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-532.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SP GROUP A/S                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4050.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS K-FAST HOLDING AB                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-500.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1470.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS IGG INC                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-17542.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CHINA RESOURCES MIXC LIFE                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-935.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS INBODY CO LTD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14877.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SOLARIA ENERGIA Y MEDIO AMBIENTE SA                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-91007.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PEOPLE & TECHNOLOGY INC                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3935.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LABORATORIOS FARMACEUTICOS ROVI SA                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21360.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BERLI JUCKER PCL                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $8010.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS HENSOLDT AG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13952.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ASSYSTEM SA                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $7867.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS PORR AG                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $16901.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7147.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BARCLAYS PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $120505.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RIO TINTO PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26700.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS INTERNATIONAL PAPER CO                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14257.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JAPAN POST BANK CO LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $7968.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MODETOUR NETWORK INC                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19956.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KEPPEL                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-60383.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JTEKT CORP                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $65537.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ELIOR GROUP SA                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13236.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS GOODBABY INTL HLDGS LTD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $1040.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MITSUBISHI PENCIL CO LTD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8096.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2241.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FOXTONS GROUP PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15079.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS IBSTOCK PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5038.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FIRST GEN CORP                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-58.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AME ELITE CONSORTIUM BHD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1116.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS MATAS A/S                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $10685.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NICHIREKI GROUP CO LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1990.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KAKAO GAMES CORP                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $38318.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BB BIOTECH AG                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $218396.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VOLTRONIC POWER TECHNOLOGY CORP                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $520.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FERGUSON ENTERPRISES INC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-71466.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22827.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS VASTNED NV                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1144.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS XPENG INC                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-10649.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MEIDENSHA CORP                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $16892.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ZTE                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15658.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MACQUARIE GROUP LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9395.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ATOS SE                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9696.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BILLERUD AKTIEBOLAG                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-58002.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YADEA GROUP HOLDINGS LTD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5011.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ON THE BEACH GROUP PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13343.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS HAL TRUST                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $9094.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10783.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JG SUMMIT HOLDINGS INC                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2569.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SCHNEIDER ELECTRIC SE                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5263.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS OXFORD INSTRUMENTS PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5160.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LISI                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $608.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SIBANYE STILLWATER LTD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9831.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CARNIVAL PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $109998.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GOLDSUN BUILDING MATERIALS CO LTD                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9489.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JIANGSU CHANGSHU RURAL COMMERCIAL BANK CO LTD                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1603.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PERPETUAL LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6219.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA ZHESHANG BANK CO LTD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7309.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8755.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SODEXO SA                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $31133.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INC                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $504.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SIGMAHEALT FPO                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4872.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SEGRO PLC                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14428.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KEPCO ENGINEERING & CONSTRUCTION CO INC                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $13965.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LOTTE CORP                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11778.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS HUF                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-16332.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS YPSOMED HOLDING AG                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-386.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ACKERMANS & VAN HAAREN NV                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-36786.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS RAINBOW ROBOTICS                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15954.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-854.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LION TRAVEL SERVICE CO LTD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6120.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS OSAKA TITANIUM TECHNOLOGIES                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16191.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BARITO PACIFIC TBK PT                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12629.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS S-1 CORP                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $356.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SAMSUNG FIRE & MARINE INSURANCE CO LTD                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1382.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS AISAN INDUSTRY CO LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $18091.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MAAS GROUP HOLDINGS LTD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6838.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS STARTIA HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1460.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS LIVZON PHARMACEUTICAL GROUP INC                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8082.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ADVANCED INFO SERVICE PCL                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $14649.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                      | CBOE VIX                                                                    | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |          22 | NC      | $-24564.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $735.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LGMS BHD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7347.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NEOWIZ                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7390.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SG HOLDINGS CO LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2840.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS CAMURUS AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1061.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA NEW HIGHER EDUCATION GROUP LTD                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8193.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NEXANS SA                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5808.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MONDE NISSIN CORP                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6880.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SAVILLS PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4615.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS COMPUTER ENGINEERING & CONSULTING LTD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2895.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NIPPON SANSO HOLDINGS CORP                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2291.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-740.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BETTER COLLECTIVE A/S                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $3038.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TAIWAN STYRENE MONOMER                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $259.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SCHIBSTED ASA                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-119216.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS MRMAX HOLDINGS LTD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $3185.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DERWENT LONDON PLC                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $32965.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS KINNEVIK AB                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-28315.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CAHYA MATA SARAWAK BHD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-427.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JIANGSU EXPRESSWAY CO LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3963.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NET INSIGHT AB                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4239.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MERLIN PROPERTIES SOCIMI SA                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-69867.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-498.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HAPPINET CORP                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $17491.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHANGGAO ELECTRIC GROUP CO LTD                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3700.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS EVOTEC SE                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2951.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS METEORIC RESOURCES NL                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $739.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BLUESCOPE STEEL LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5141.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ZIGEXN CO LTD                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $6224.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS GRIEG SEAFOOD ASA                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-24053.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NRW HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $147564.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS LIFE CORP                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $27319.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AMEDEO AIR FOUR PLUS LTD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $30676.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2607.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS INWIDO AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $12210.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NEWBORN TOWN INC                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-7747.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CTOS DIGITAL BHD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3765.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SERAKU CO LTD                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2926.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BEFESA SA                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38312.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KEIO CORP                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2864.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HALLENSTEIN GLASSONS HLDGS                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4760.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SOUTH32 LTD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $679.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ROCHE HOLDING AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $77622.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS GURIT HOLDING AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9302.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1845.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BOSS ENERGY LTD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $21345.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS METROPOLE TELEVISION SA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6386.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TRITAX BIG BOX REIT PLC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11059.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LOTUS RESOURCES LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1907.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SATO CORPORATION                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $593.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KANAMOTO CO LTD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $19479.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS TAKE & GIVE NEEDS CO                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6300.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $11260.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BEKAERT SA                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $22614.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS NORTH-STAR INTERNATIONAL CO LTD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $30719.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3007.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FUJI OIL CO LTD /OSAKA                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-20533.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS OMNI BRIDGEWAY LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8064.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS TRATON SE                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2452.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DAIHANPHARM                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6659.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BERGMAN & BEVING AB                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1011.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA MOTOR CORP                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4385.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NET PROTECTIONS HOLDINGS INC                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2968.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SUNRISE COMMUNICATIONS AG                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $10046.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PROSEGUR                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3941.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DASSAULT AVIATION                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1443.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-591.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CMB TECH NV                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12974.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS DAIWABO HOLDINGS CO LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $10013.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS COLOPLAST A/S                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $38154.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BANKINTER SA                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-81192.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BOLIDEN AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $67163.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS G8 EDUCATION LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-50741.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HANNSTAR DISPLAY CORP                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $415.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BLUENORD ASA                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2751.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CLINUVEL PHARMACEUTICALS LTD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $11356.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VALEO SE                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $52359.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-366.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CITIC TELECOM INTERNATIONAL HOLDINGS LTD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-5854.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DOWNER EDI LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $23532.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CCC SA                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2304.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NEOBO FASTIGHETER AB                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6929.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WASCO BHD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $619.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MONAYONGPYONG                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6449.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS AMPLIFON SPA                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $26531.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TKP CORP                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1637.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS PIAGGIO & C SPA                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8109.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ZHEJIANG CHINT ELECTRICS CO LTD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $15351.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-347.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KUREHA CORP                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-9363.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS UNICREDIT SPA                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $84771.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KOREA ELECTRIC POWER CORP                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $37364.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SITRONIX TECHNOLOGY CORP                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21407.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CPI EUROPE AG                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18761.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BNP PARIBAS SA                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $50011.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CRANSWICK PLC                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2541.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HAYS PLC                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $12963.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS STX ENGINE CO LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8434.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SOLUM CO LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $244.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19536.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS JOLLIBEE FOODS CORP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4379.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                  | TRS CIFXCADM                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $22926.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NORDIC SEMICONDUCTOR ASA                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-19587.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ID HOLDINGS CORP                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4010.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NOTE INC                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2999.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SUZHOU INSTITUTE OF BUILDING SCIENCE                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $85.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS MLP SE                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15102.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WOORI-NET CO LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-369.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ELISA OYJ                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $38104.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS VOLATI AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2007.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-362.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | US LONG BOND(CBT)                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -25 | NC      | $-7219.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MUYUAN FOODS CO LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2739.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KT SKYLIFE CO LTD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $230.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS AXIAL RETAILING INC                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1652.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TAURON POLSKA ENERGIA SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $93147.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS CZK                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1998.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SOLASIA PHARMA KK                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-481.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TAKAOKA TOKO CO LTD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $43560.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ZHONGSHENG GROUP HOLDINGS LTD                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $11037.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS JA SOLAR TECHNOLOG                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5920.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ORIENTAL LAND CO LTD/JAPAN                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $7041.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15033.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SUBARU CORP                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $40462.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS MPC CONTAINER SHIPS ASA                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5758.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SMITH & NEPHEW PLC                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7991.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BURKHALTER HOLDING AG                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $22131.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ORIOLA OYJ                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $257.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS COMET HOLDING AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4952.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SLEEP CYCLE AB                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-12321.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AMPLITUDE ENERGY LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15315.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JINXIN FERTILITY GROUP LTD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $8488.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS QUANG VIET ENTERPRISE CO LTD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1126.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-604.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS WEST HOLDINGS CORP                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4445.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SENIOR PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1358.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | IRS MXN                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $24479.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DEVELOP GLOBAL LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $11821.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ALLREAL HOLDING AG                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22136.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS KRONES AG                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $12036.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS YANKUANG ENERGY GROUP CO LTD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-689.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HUAKU DEVELOPMENT CO LTD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $663.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS MEKO AB                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6808.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS H LUNDBECK A/S                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $20419.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4978.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ONE ENTERPRISE PUBLIC CO LTD/THE                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $186.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS AROUNDTOWN SA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $81916.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS ISHIHARA SANGYO KAISHA                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $26506.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TAKARA LEBEN REAL ESTATE INVESTMENT CORP                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $139.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SOCIAL HOUSING REIT PLC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15876.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PROSEGUR CASH SA                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1386.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BORREGAARD ASA                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1845.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS FUTABA INDUSTRIAL CO LTD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $43317.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS KEMIRA OYJ                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $201.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BROGENT TECHNOLOGIES                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $314.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS HARVIA OYJ                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $7265.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS CITYCON OYJ                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $3340.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AMPER SA                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7118.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GECINA SA                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $13586.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KPJ HEALTHCARE BHD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2134.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MALAYAN BANKING BHD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4546.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS YANGZIJIANG MARITIME DEVELOPMENT PTE LTD                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $46277.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HIWIN TECHNOLOGIES CORP                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $25876.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS RIETER HOLDING AG                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $5525.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ARCELIK AS                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $20568.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3661.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS AALBERTS N.V.                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $12929.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS MOBIMO HOLDING AG                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9650.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SK BIOPHARMACEUTICALS CO LTD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-29970.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS GROUPE BRUXELLES LAMBERT NV                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-53464.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS VAUDOISE ASSURANCES HOLDING SA                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $37791.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS IG DESIGN GROUP PLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-35823.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS NAGANO KEIKI CO LTD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $7587.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ACCOR SA                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15480.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AYALA LAND INC                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9814.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CIE AUTOMOTIVE SA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-35289.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3097.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CD PROJEKT SA                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-129028.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS MBB SE                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $6162.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS QORIA LTD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17699.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HTC CORP                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23952.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MIDAC HOLDINGS CO LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4546.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NIO INC                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-22599.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CURRYS PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $112797.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CTP NV                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6637.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ENI SPA                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-37558.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS M3 TECHNOLOGY INC                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4191.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - KRW                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5492.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS WILMAR INTL                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8937.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INARI AMERTRON BHD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5559.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS UNITED ENERGY GROUP LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-6093.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TRIPOD TECHNOLOGY CORP                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $20226.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ENTRA ASA                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-15839.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BULTEN AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-13779.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION           | IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |           1 | NC      | $98672.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AFRIMAT LTD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $33975.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EAST WEST BANKING CORP                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $12.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS IPSOS SA                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2976.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24          | 90-DAY BANK BILL                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           5 | NC      | $-3661.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SPIRAX GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $26792.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ECORA RESOURCES PLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38941.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ZHONGTAI SECURITIES CO LTD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-833.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PARTRON CO LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1418.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS PIRELLI & C SPA                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5030.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NFORCE SECURE PCL                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2326.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHENZHEN EXPRESSWAY CORP LTD                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8266.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS DYNAVOX GROUP AB                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5958.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AUB GROUP LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7389.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS RINGKJOEBING LANDBOBANK A/S                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-32639.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24          | 90-DAY BANK BILL                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           8 | NC      | $-5299.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHENERGY CO LTD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1464.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KUBELL CO LTD                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-6673.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GESTAMP AUTOMOCION SA                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18415.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS DUSTIN GROUP AB                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-24745.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CELCOMDIGI BHD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6487.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MEDICALGORITHMICS SA                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HIBISCUS PETROLEUM BHD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-104.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HYOSUNG TNC CORP                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-468.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS POCO HOLDING CO LTD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-318.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | IRS BRL                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $6583.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT               | EURO-BUXL 30Y BND                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -39 | NC      | $-29217.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24          | 90-DAY BANK BILL                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           2 | NC      | $-1879.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SAN FU CHEMICAL CO LTD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5788.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS LINDAB INTERNATIONAL AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5771.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHUNG HUNG STEEL CORP                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2720.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PETKIM                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6246.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS LENZING AG                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2619.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SCENTRE GROUP                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-34.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HANON SYSTEMS                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4268.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SCREEN HOLDINGS CO LTD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3216.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | IRS BRL                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-61714.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS GA TECHNOLOGIES CO LTD/JAPAN                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $42427.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24          | 90-DAY BANK BILL                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          10 | NC      | $-5728.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DFI RETAIL GROUP HOLDINGS LTD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $19493.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DAVIDE CAMPARI-MILANO NV                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7991.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NETWEALTH GROUP LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16795.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NSL FOODS PCL                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16150.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MANILA ELECTRIC COMPANY                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6675.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS APERAM                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3624.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BE GROUP AB                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-898.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GREATLAND RESOURCES LTD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-181306.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WE BUY CARS HOLDINGS LTD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $21528.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS GIFT HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2368.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                               | RAPESEED EURO                                                               | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |          -1 | NC      | $220.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BANGKOK DUSIT MEDICAL SERVICES                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $8008.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CA IMMOBILIEN ANLAGEN AG                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22685.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TRUWORTHS INT LTD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $397.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DR. MARTENS PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $23864.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HUMAN HOLDINGS CO LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2338.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS DAISHINKU CORP                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-800.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHORUS LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-637.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JACQUET METALS SACA                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1731.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BANK MILLENNIUM SA                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-132606.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FUSHENG PRECISION CO LTD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-36665.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                               | RAPESEED EURO                                                               | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |          -7 | NC      | $485.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ADVANCED MEDIA INC                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2716.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NISHIMATSU CONSTRUCTION CO LTD                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-9233.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS HUF                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $23761.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS M&A RESEARCH INSTITUTE HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2115.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HS HYOSUNG ADVANCED MATERIALS                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1671.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ITMEDIA INC                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4624.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TYRO PAY FPO                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4344.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS GEBERIT AG                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-57897.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS TOKYO KEIKI INC                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21017.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS LOOMIS AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-31691.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                               | RAPESEED EURO                                                               | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |          -1 | NC      | $-192.67      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                        | TRS JAZZ PHARMACEUTICALS PLC                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-85397.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS UBE CORP                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-11388.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CARLSBERG BREWERY MALAYSIA BHD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $823.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ILJIN HYSOLUS CO LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3616.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CAR GROUP LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5954.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ULVAC INC                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1495.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS UNIVERSAL ROBINA CORP                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9448.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS PANDOX AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-3888.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS COWINTECH CO LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-797.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS OCADO GROUP PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $46558.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEFF RENTA VARIABLE (MADRID)                    | IBEX 35 INDX                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ES        |         -11 | NC      | $-57877.92    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS E-MART INC                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18975.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BENETEAU SACA                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16552.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS WAVESTONE                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3044.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS ARYZTA AG                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-128801.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PANTHEON INFRASTRUCTURE PLC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $25001.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SNAM SPA                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-57124.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS ZAR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $32759.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INFRATIL LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23524.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS VISCO VISION INC                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11773.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS TOHO TITANIUM CO                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $1347.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | NY HARB ULSD                                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           1 | NC      | $-3449.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS THAIFOODS GROUP PCL                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3061.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TA YA ELECTRIC WIRE & CABLE                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1321.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KANEKA CORP                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $58.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS GRAND CITY PROPERTIES SA                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1244.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AECI LTD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8868.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BINGGRAE CO LTD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-306.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DEXUS CONVENIENCE RETAIL REIT                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1194.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GENIANS INC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4538.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AXA SA                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13739.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS TEIKOKU ELECTRIC MFG                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1336.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | NY HARB ULSD                                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           2 | NC      | $-7747.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CONVERGE INFORMATION AND COMMUNICATIONS TECHNOLOGY SOLUTIONS INC        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9758.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GAMUDA BHD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16608.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS INVESTMENT AB LATOUR                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $51716.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HMM CO LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-156.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CIPUTRA DEVELOPMENT TBK PT                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3141.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NIPPON CONCRETE INDUSTRIES CO LTD                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2114.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KAWASAKI KISEN KAISHA LTD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-150.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS IDOX PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2523.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HAMAMATSU PHOTONICS KK                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1990.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS LEM HOLDING SA                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $79684.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | NY HARB ULSD                                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          18 | NC      | $-109145.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GENIUS ELECTRONIC OPTICAL CO LTD                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $944.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS POWERLONG COMMERCIAL MANAGEMENT HOLDINGS LTD                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1850.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS REMY COINTREAU SA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $127233.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SANKO GOSEI LTD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $12447.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ANYMIND GROUP INC                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $98.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GAZPROM PJSC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-0.17        | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BOUYGUES SA                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21931.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS GLOBAL ONE REAL ESTATE INVESTMENT CORP                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5387.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NATIONAL AUSTRALIA BANK LTD                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2834.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS LONKING HOLDINGS LTD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $24986.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                      | HANG SENG IDX                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |          17 | NC      | $-441.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TOA PAINT THAILAND PCL                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7288.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS HUF                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $9356.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SUN YAD CONSTRUCTION CO LTD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8038.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WA1 RESOURCES LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2613.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS D&O GREEN TECHNOLOGIES BHD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $14078.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CREDIT AGRICOLE                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5304.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS NIPPON CARBON CO                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6967.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS INFICON HOLDING AG                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1904.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS FLUGHAFEN ZURICH AG                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-42460.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS AAK AB                                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-546.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | US 10YR NOTE (CBT)                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -55 | NC      | $-6439.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                        | COPPER                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |          10 | NC      | $42608.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS HYPOPORT SE                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $25535.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS IRPC PCL                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2493.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PLANISWARE SA                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2523.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MISUMI GROUP INC                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-845.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS NOROOHOLDINGS                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7999.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TBS HOLDINGS INC                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-11168.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION SA                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $38695.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SAPPORO HOLDINGS LIMITED                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5768.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SAMART AVIATION SOLUTIONS PCL                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3229.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS BKW N                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-129.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                      | HSCEI                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |          15 | NC      | $-5683.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS UNIVERSAL VISION BIOTECHNOLOGY CO LTD                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-44042.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LECTRA                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3326.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CALIX LTD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13380.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ZYXEL GROUP CORP                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4695.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MELROSE INDUSTRIES PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-49820.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS PANDORA A/S                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-73195.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ZHENGZHOU COAL MINING MACHINERY GROUP CO LTD                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $13863.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NEXTIN INC                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-275.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PLAYTECH PLC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $126.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BURFORD CAPITAL LTD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $53149.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT               | DAX INDEX                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |          14 | NC      | $82225.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MACMAHON HOLDINGS LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $54305.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS NIOX GROUP PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5476.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GUANGDONG ELECTRIC POWER DEVELOPMENT CO LTD                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1137.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BURCKHARDT COMPRESSION HOLDING AG                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-73918.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KIER GROUP PLC                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1253.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SA                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $47810.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TAYLOR WIMPEY PLC                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3827.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS QUICK CO LTD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $15716.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LIFESTYLE COMMUNITIES LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $10169.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ENIGMO INC                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-6559.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                        | GOLD 100 OZ                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |          25 | NC      | $230907.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SOFTWAREONE HOLDING AG                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $103750.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CTCI CORP                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16408.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TRANSCOSMOS INC                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1997.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS UNITED SUPER MARKETS HOLDINGS INC                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2366.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EMRO INC                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $103.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HD HYUNDAI ENERGY SOLUTIONS CO LTD                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6548.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS TRYG A/S                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $3689.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHIN YANG GROUP BHD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3468.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GUDENG PRECISION INDUSTRIAL CO LTD                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-598.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS INTESA SANPAOLO SPA                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $38684.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | LONG GILT                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          68 | NC      | $64715.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KIA CORP                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $8916.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CREST NICHOLSON HOLDINGS PLC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16295.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS FERRETTI SPA                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23918.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CUB ELECPARTS INC                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-33300.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS THAI BEVERAGE PCL                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-868.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TRIPUTRA AGRO PERSADA PT                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $18437.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TATE & LYLE PLC                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $45897.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KALBE FARMA TBK PT                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4993.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NCSOFT CORP                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1507.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SFS GROUP AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4627.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | US 5YR NOTE (CBT)                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -98 | NC      | $-7540.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CONTINENTAL AG                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $14798.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WUXI RURAL COMMERCIAL BANK CO LTD                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $457.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SIKA AG                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $16608.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AIR FRANCE-KLM                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16938.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS ADIDAS AG                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-33018.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TIMEE INC                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-124.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DKSH HOLDING AG                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-139.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SIIX CORP                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $15623.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TAMA HOME CO LTD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1261.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TRAINLINE PLC                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14822.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | UK NATURAL GAS                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           5 | NC      | $-10837.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WONDERFUL HI-TECH CO LTD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7896.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BASIC-FIT NV                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-46815.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KERRY GROUP PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-632.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BREMBO NV                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1212.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PPB GROUP BHD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1715.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS FINECOBANK BANCA FINECO SPA                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-93677.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHONGQING MILLISON TECHNOLOGIES INC                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4970.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DEEP YELLOW LTD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1432.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS VECTOR INC                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $12651.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS VINA TECH CO LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14859.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | CATTLE FEEDER                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |           1 | NC      | $-5552.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS PIOLAX INC                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1450.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS RIKEN TECHNOS CORP                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $28243.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LIFETECH SCIENTIFIC CORP                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1678.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SALMAR ASA                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-40836.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SUPREMA INC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-777.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS VALMET CORPORATION                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2955.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS GMO INTERNET GROUP INC                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $21267.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS IPS INC                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-32986.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS HEXAGON AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4960.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS NORDEX SE                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $151219.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | S&P MID 400 EMINI                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          -3 | NC      | $2085.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS UT GROUP CO LTD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $11139.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS AEON FINANCIAL SERVICE CO LTD                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1541.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ULKER BISKUVI                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2021.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NILORNGRUPPEN AB                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1297.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS TELEFONAKTIEBOLAGET LM ERICSSON                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $44388.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NIPPON DRY-CHEMICAL CO LTD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $66616.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION           | TRS ENGIE SA                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9123.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JAPFA COMFEED INDONESIA TBK PT                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $12101.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS NINGBO JIFENG AUTO PARTS CO LTD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7968.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TOKYO TATEMONO CO LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-15870.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | EURO/CZK X-RATE                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |           4 | NC      | $9287.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS IINO KAIUN KAISHA LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-11725.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PAGEGROUP PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3031.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS VIENNA INSURANCE GROUP AG WIENER VERSICHERUNG GRUPPE                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $48342.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS MANDATUM OYJ                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-50419.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS WHITBREAD PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $28194.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HYUNDAI CORP                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $99.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-32.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SAKAI MOVING SERVICE CO LTD                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $74.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FURUYA METAL CO LTD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1497.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JB HI-FI LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19818.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                      | FTSE TAIWAN INDEX                                                           | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |          12 | NC      | $30138.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | EUR/SWED KRNA X-RAT                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -1 | NC      | $754.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS NAGAILEBEN CO                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $6474.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CLICKS GROUP LTD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1802.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS DOWA HOLDINGS CO LTD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-20075.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SM PRIME HOLDINGS, INC.                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-706.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS WCT HOLDINGS BERHAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12201.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KONOIKE TRANSPORT CO LTD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $23871.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EML PAYMENTS LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8370.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SIMMTECH CO                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-59997.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS TUI AG                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $77966.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INFORMA PLC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19677.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | S&P500 EMINI                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          99 | NC      | $769066.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS STANDARD CHARTERED PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $130256.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SANTAM LIMITED                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-461.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SISRAM MEDICAL LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-10.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FAR EASTERN NEW CENTURY CORP                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-74.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ANEST IWATA CORP                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $7983.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FIRST PACIFIC CO LTD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1749.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NOK CORP                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $29242.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS POLA ORBIS HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-175.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NHK SPRING CO LTD                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-10731.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JS GLOBAL LIFESTYLE COMPANY LTD                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $315.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | 3MO EURO EURIBOR                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          -4 | NC      | $106.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JINAN ACETATE CHEMICAL CO LTD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-79629.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SEVERN TRENT PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2164.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS WIZZ AIR HOLDINGS PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $23666.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BIM MAGAZALAR                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CAPITA PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-28592.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ASIA PILE HOLDINGS CORP                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $32880.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PROACT IT GROUP AB                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6355.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GENTRACK GROUP LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2739.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CYBERDYNE INC                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2584.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SUNGEEL HITECH CO LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3687.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | 3MO EURO EURIBOR                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -20 | NC      | $-1764.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PUBLIC BANK BHD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2524.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS RISO KYOIKU CO LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $468.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS BIOARCTIC AB                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-20272.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FAR EAST HOSPITALITY TRUST                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2549.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CLOSE BROTHERS GROUP PLC                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-39752.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FREEBIT CO LTD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $6666.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS ANDRITZ AG                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-750.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BARCO NV                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11312.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MAOYAN ENTERTAINMENT                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4429.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FOSCHINI GROUP LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7649.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | 3MO EURO EURIBOR                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          -5 | NC      | $533.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GARANTI BANKASI                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3693.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS WARTSILA OYJ ABP                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $58504.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SEVERN TRENT PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18437.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | IRS BRL                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $17091.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LENDLEASE REIT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20960.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS HIAG IMMOBILIEN HOLDING AG                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $29315.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JETEMA CO LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2026.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CSPC PHARMACEUTICAL GROUP LTD                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $638.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BHP GROUP LTD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2210.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS VITZROCELL CO LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2664.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | 3MO EURO EURIBOR                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -15 | NC      | $1660.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS STARHUB LTD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1632.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BM GREENTECH BERHAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-845.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ASTERASYS CO. LTD.                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-207.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SUMBER ALFARIA TRIJAYA TBK PT                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $18730.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHANG WAH TECHNOLOGY CO LTD                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-501.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS PLUS ALPHA CONSULTING CO LTD                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1065.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS TALANX AG                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $22768.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS EMMI N                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $275.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS EUROCASH SA                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3022.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | IRS TRY                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $7071.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | 3MO EURO EURIBOR                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          -8 | NC      | $499.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS LINDE PLC                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $21273.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS EUGLENA CO LTD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2036.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ANEKA TAMBANG TBK                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17376.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS REDCARE PHARMACY NV                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $63177.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HORIZON OIL LTD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $290.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA AIRLINES LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16252.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MTR CORP LTD                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-19603.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS COINSHARES INTERNATIONAL LTD                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $13200.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BAOWU MAGNESIUM TECHNOLOGY CO LTD                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $668.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MITSUI & CO LTD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-32036.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | 3MO EURO EURIBOR                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -17 | NC      | $448.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KRUK SA                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23608.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JAPAN HOSPICE HOLDINGS INC                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4420.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS F-CODE INC                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-86.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA MERCHANTS PORT GROUP CO LTD                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21597.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS 104 CORP                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1106.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS VOSSLOH AG                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $29493.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HUNTING PLC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $14313.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NIBE INDUSTRIER AB                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $38017.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PEPCO GROUP NV                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $113215.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HPH TRUST                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1379.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | 3MO EURO EURIBOR                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          -8 | NC      | $-3185.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HANA FINANCIAL GROUP INC                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4037.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS A-LIVING SMART CITY SERVICES CO LTD                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8823.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS COFCO JOYCOME FOODS LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-5893.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-90414.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HUGEL INC                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-80822.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS PARATUS ENERGY SERVICES LTD                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6735.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JINS HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-23119.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MIURA CO LTD                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $915.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS FAR EAST HORIZON LIMITED                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3465.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS STARHILL GLOBAL REIT                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $8653.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | 3MO EURO EURIBOR                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -20 | NC      | $5642.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SK GAS LTD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1315.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS JPUSFLOW INDEX                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $112050.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MOSA INDUSTRIAL CORP                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $38.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SSY GROUP LTD                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-10144.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SINKO INDUSTRIES LTD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9685.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RAINBOW TOURS SA                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $48746.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS EPIROC AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6532.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ENERGIEKONTOR AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $21709.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHOEI CO LTD                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3245.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GREATEK ELECTRONICS INC                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $29862.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | US 2YR NOTE (CBT)                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -285 | NC      | $15222.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | EUR/NOR KRONE X-RAT                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |           7 | NC      | $-5399.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA SUNSINE CHEMICAL HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5826.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SOGEFI SPA                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $67014.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS PILLAR CORP /JAPAN                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1810.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS WUXI BIOLOGICS CAYMAN INC                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2414.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS HANNOVER RUECK SE                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-442.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHIZUOKA FINANCIAL GROUP INC                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $21586.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ZURICH INSURANCE GROUP AG                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2539.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NOVA TECHNOLOGY CORP/TAIWAN                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12705.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HITO COMMUNICATIONS HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1340.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DIALOG GROUP BHD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30671.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | WTI CRUDE                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           3 | NC      | $-1773.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS AIXTRON SE                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-883.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VENTURE LIFE GROUP PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12850.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS GETINGE AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $24824.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                     | TRS ENHACAT5 INDEX                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |           1 | NC      | $-1543.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KOSAIDO HOLDINGS CO LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1552.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SAMSUNG SDI CO LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-51994.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS METSA BOARD OYJ                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $24545.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS METALL ZUG AG                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $9580.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SATS ASA                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $25116.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TOTALENERGIES                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8288.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | WTI CRUDE                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           3 | NC      | $-2353.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS FORFARMERS NV                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $12919.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CONTINENTAL HOLDINGS CORP                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6729.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS HUSQVARNA AB                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-31982.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SINGAPORE POST LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $75046.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS IBIDEN CO LTD                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-25099.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS RURAL FUNDS TRUST                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3294.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SPIE SA                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1069.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GOTO GOJEK TOKOPEDIA TBK                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9170.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FOOSUNG CO LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-24208.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ELECTRO OPTIC SYSTEMS HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4574.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | WTI CRUDE                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           4 | NC      | $-7054.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS GCL TECHNOLOGY HOLDINGS LTD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $7184.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ALMIRALL SA                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-55309.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FORVIA SE                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $74281.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHANDONG WIT DYNE HEALTH CO LTD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4286.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS COCA-COLA HBC AG                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $24137.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS GRENKE AG                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $298.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS EDREAMS ODIGEO SA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $46955.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SKY NETWORK TELEVISION LTD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $8491.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SHIMA SEIKI MFG                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8160.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CRH PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-49696.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | EURO/HUF X-RATE                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          12 | NC      | $43079.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHARINGTECHNOLOGY INC                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1340.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AUST AG CO FPO                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1178.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LAKE MATERIALS CO LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1169.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS REA GROUP LTD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10121.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TOYOTA BOSHOKU CORP                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $23688.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS CRESCO LTD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-543.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SIEMENS ENERGY AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $54879.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS INTERCONTINENTAL HOTELS GROUP PLC                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16708.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS EVA PRECISION INDUSTRIAL HOLDINGS LTD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $11578.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TAIWAN MOBILE CO LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9882.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | EURO/PLZ X-RATE                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          11 | NC      | $14812.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS IYOGIN HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $104519.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TIKEHAU CAPITAL SCA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $19662.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS AOZORA BANK LTD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2013.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SBI ARUHI CORP                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-10620.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DIGITAL VALUE SPA                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-472.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LBS BINA GROUP BHD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $527.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS YU GROUP PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4457.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BANCO DE SABADELL SA                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $7389.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS YULON FINANCE CORP                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1717.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HARTALEGA HOLDINGS BHD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5494.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | EURO FX CURR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         -72 | NC      | $121331.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HAINAN AIRPORT INFRASTRUCTURE CO LTD                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2250.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CARMILA SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14908.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS TECHNOGYM SPA                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $158802.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PERENTI LTD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $102883.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ACERINOX SA                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-25831.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JASTRZEBSKA SPOLKA WEGLOWA SA                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3522.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS STORYTEL AB                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-30422.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ESSITY AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2992.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS BLUE MOON GROUP HOLDINGS LTD                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $32155.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS VOLVO AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1356.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT               | EURO-SCHATZ                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -95 | NC      | $6441.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SENSHU ELECTRIC CO LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $11841.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TURKCELL                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14019.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BENDIGO & ADELAIDE BANK LTD                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $13958.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS MONDADORI EDIT                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $1136.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GUOLIAN MINSHENG SECURITIES CO LTD                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7833.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS HOLCIM AG                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2121.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PHILEX MINING CORPORATION                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $437.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RCE CAPITAL BHD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-148.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KE HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9133.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS INDUSTRIA DE DISENO TEXTIL SA                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7349.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | COFF ROBUSTA 10TN                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           4 | NC      | $1315.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SWISSCOM AG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-36585.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HARBIN ELECTRIC CO LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $52628.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TUAS LTD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3105.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HISENSE HOME APPLIANCES GROUP CO LTD                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $11404.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NIPPON CARBIDE INDUSTRIES CO INC                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $12971.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SYARIKAT TAKAFUL MALAYSIA KELUARGA BHD                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4853.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | IRS MXN                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $9383.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ZHEJIANG WEIXING NEW BUILDING MATERIALS CO LTD                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $67.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MINOR INTERNATIONAL PCL                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1406.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LANDMARK OPTOELECTRONICS CORP                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22053.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | COFF ROBUSTA 10TN                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           5 | NC      | $2044.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS AFRY AB                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1732.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BERMAZ AUTO BHD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $323.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA MEDICAL SYSTEM HOLDINGS LTD                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2974.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SMARTGROUP CORP LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $38401.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS QINETIQ GROUP PLC                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-25584.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TIANGONG INTERNATIONAL CO LTD                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-30764.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TAIWAN SURFACE MOUNTING TECHNOLOGY CORP                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-24674.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DOOSAN CO LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1511.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NICHIHA CORP                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1937.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS IGB REAL ESTATE INVESTMENT TRUST                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1319.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                              | TOPIX INDX                                                                  | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |          22 | NC      | $295080.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                          | CAN 2YR BOND                                                                | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         -33 | NC      | $-840.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FINTEL PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14275.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YAMAZAKI BAKING CO LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2348.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS MOLTIPLY GROUP SPA                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11013.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BANK CENTRAL ASIA TBK PT                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1925.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | IRS MXN                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $28773.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FULGENT SUN INTERNATIONAL HOLDING CO LTD                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4726.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS 3I GROUP PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-52981.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ZHONG YANG TECHNOLOGY CO LTD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $8825.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS IJM CORP BHD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6206.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BANCO BILBAO VIZCAYA ARGENTARIA SA                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $54752.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | COTTON NO.2                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |           1 | NC      | $17.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS PHARMARON BEIJING CO LTD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $12648.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS XINYI GLASS HOLDINGS LTD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-17705.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PROPEL FUNERAL PARTNERS LTD                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10798.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS FABEGE AB                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-899.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BARRATT REDROW PLC                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $17469.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RELX PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14475.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SINO LAND CO LTD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-56050.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ALTEOGEN INC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8820.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BRENNTAG SE                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $15133.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS IG GROUP HOLDINGS PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15707.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | COTTON NO.2                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          10 | NC      | $-5203.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TAIWAN PAIHO LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4217.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS T&L CO LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18511.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | IRS TRY                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $8706.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GREGGS PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $22649.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS PER AARSLEFF HOLDING A/S                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $81658.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HIGHWEALTH CONSTRUCTION CORP                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4838.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TURK HAVA YOLLARI                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15782.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ELIA GROUP SA/NV                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-62556.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1674.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SOMERO ENTERPRISES INC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4532.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | BRENT CRUDE                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $-2231.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VODAFONE GROUP PLC                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $74828.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CREATE RESTAURANTS HOLDINGS INC                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2536.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS AKESO INC                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $3756.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS RECTICEL SA                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1274.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CROMWELL PROPERTY GROUP                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9538.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS RINNAI CORP                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $13756.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS XIN POINT HOLDINGS LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1961.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HERTZ GLOBAL HOLDINGS INC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11486.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS GOLDCREST CO LTD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-629.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YUTORI INC                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9814.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | BRENT CRUDE                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          17 | NC      | $-23647.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LG CHEM LTD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-57611.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS WALSIN LIHWA CORP                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8106.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS EMS-CHEMIE HOLDING AG                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4813.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ZHEN DING TECHNOLOGY HOLDING LTD                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $22429.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LG UPLUS CORP                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $98.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS GIORDANO INTERNATIONAL LTD                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1863.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | IRS TRY                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-12645.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS OPMOBILITY                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $94926.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA LONGYUAN POWER GROUP CORP LTD                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-379.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SASOL LTD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $135765.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | BRENT CRUDE                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          38 | NC      | $-39179.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS OSB GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $48250.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TAIMED BIOLOGICS INC                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9843.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ABLE GLOBAL BHD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1778.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WESTPAC BANKING CORP                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10909.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ABRDN EUROPEAN LOGISTICS INCOME PLC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $64302.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PICTON PROPERTY INCOME LTD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $8629.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS IMPERIAL HOTEL LIMITED                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9965.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS PUMA SE                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $7346.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS B&P CO LTD                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2077.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LONDON STOCK EXCHANGE GROUP PLC                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $19737.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | WTI CRUDE                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           5 | NC      | $-4177.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS DORMAKABA HOLDING AG                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $27375.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MFS INC                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1131.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SKS TECHNOLOGIES GROUP LTD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $29269.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MOUNT GIBSON IRON LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $12040.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS WOOLWORTHS HOLDINGS LTD/SOUTH AFRICA                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1425.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ELECNOR S.A.                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20656.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GALLIFORD TRY HOLDINGS PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $69846.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS YANGZIJIANG FINANCIAL HOLDING LTD                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17229.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KINA SECURITIES LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1173.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS PHARMING GROUP                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6973.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | WTI CRUDE                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          10 | NC      | $-9385.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS NATWEST GROUP PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $134339.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MEGMILK SNOW BRAND CO LTD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $13983.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS COSMOAM&T CO LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18672.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ENNOCONN CORP                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6358.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS WH GROUP LTD                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $7525.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SNT DYNAMICS CO LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $18903.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS VIA LABS INC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $15079.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA COMMUNICATIONS SERVICES CORP LTD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5853.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ICHIGO INC                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1483.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FOCI FIBER OPTIC COMMUNICATIONS INC                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-547.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | WTI CRUDE                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          45 | NC      | $-49091.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HENGYI PETROCHEMICAL CO LTD                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4119.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS WAREHOUSE GROUP                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-266.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHRYSOS CORP LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8893.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS STORSKOGEN GROUP AB                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $57219.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KERING SA                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22406.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MOONPIG GROUP PLC                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-774.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TAIHEI DENGYO KAISHA LTD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-16559.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHINHAN ALPHA REIT CO LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $92.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS EUROCOMMERCIAL PROPERTIES NV                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11178.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS XVIVO PERFUSION AB                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $12707.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | C$ CURRENCY                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -132 | NC      | $99350.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SEMITEC CORP                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2088.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MEGASTUDYEDU CO LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17002.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS COSCO SHIPPING SPECIALIZED CARRIERS CO LTD                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4155.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS JSE LTD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5977.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CONSUN PHARMACEUTICAL GROUP LTD                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $43962.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SUMITOMO METAL MINING CO LTD                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-18156.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SPAREKASSEN SJAELLAND-FYN A/S                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5498.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GT CAPITAL HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1329.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KWEICHOW MOUTAI CO LTD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2326.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS GRANGES AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-7470.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BORSA ITALIANA S.P.A.                           | FTSE/MIB IDX                                                                | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               | CORP              | IT        |           7 | NC      | $39278.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | COCOA                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $-1492.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TELEPERFORMANCE                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-69298.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CAPITALAND INVESTMENT LTD/SINGAPORE                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4988.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CARNARVON ENERGY LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1690.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HAIER SMART HOME CO LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9270.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS QINGHAI SALT LAKE INDUSTRY CO LTD                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26991.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DOMINO'S PIZZA GROUP PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $108994.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VOLTALIA SA                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14293.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DEME GROUP NV                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $27917.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS VALTERRA PLATINUM LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4768.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS RIVERSTONE HOLDINGS LTD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21563.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | COCOA                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $15255.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FIRST FINANCIAL HOLDING CO LTD                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $8533.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS LIFCO AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4940.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EVERPLAY GROUP PLC                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4022.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ADVANCE RESIDENCE INVESTMENT CORP                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-11340.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ASTRA OTOPARTS TBK PT                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4192.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SECUNET SECURITY NETWORKS AG                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $8610.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS EL.EN.                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $8459.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS MOMENTUM GROUP AB                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1220.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS UNITED TRACTORS TBK PT                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3664.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SAPPI LTD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-211556.93   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                               | MILL WHEAT EURO                                                             | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |          -5 | NC      | $1204.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SAMSUNG SECURITIES CO LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6809.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS JUVENTUS FOOTBALL CLUB SPA                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5283.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HEIWA CORP                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-468.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS AISIN CORP                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $56978.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HAN KUK CARBON CO LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-342.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TAIHAN ELECTRIC WIRE CO LTD                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18761.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS PEXIP HOLDING ASA                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $34630.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS AEDIFICA SA                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $13439.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SOLSTAD OFFSHORE ASA                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $11676.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MODERN DENTAL GROUP LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $16329.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                               | MILL WHEAT EURO                                                             | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |          -7 | NC      | $3451.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HARMONIC DRIVE SYSTEMS INC                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-17431.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FUJI SEAL INTERNATIONAL INC                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $15287.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ELMERA GROUP ASA                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2511.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KEIHANSHIN BUILDING CO LTD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-9083.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ATE ENERGY INTERNATIONAL CO LTD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4078.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INDEX LIVINGMALL PCL                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2195.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA OILFIELD SERVICES LTD                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $3080.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS XINYI ENERGY HOLDINGS LTD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $8639.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CORPORATE TRAVEL MANAGEMENT LTD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1303.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS INDUS HOLDING AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $21858.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                               | MILL WHEAT EURO                                                             | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |         -17 | NC      | $7442.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NORWEGIAN AIR SHUTTLE ASA                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $106451.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DELIVERY HERO SE                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $19984.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GENUIT GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9672.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SEOJIN SYSTEM CO LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-373.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AEON CO M BHD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10306.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHINNIHONSEIYAKU CO LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4469.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PEXA GROUP LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6015.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS AVOLTA AG                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4957.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SANKEN ELECTRIC CO LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $24002.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MANILA WATER CO INC                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-515.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                               | MILL WHEAT EURO                                                             | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |         -68 | NC      | $31449.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS POWER WIND HEALTH INDUSTRY INC                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SONOVA HOLDING AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7430.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SPC SAMLIP CO LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8891.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NOEVIR HOLDINGS CO LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2335.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS BUDWEISER BREWING CO APAC LTD                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4786.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS CZK                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $352.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BOSSARD HOLDING AG                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $30295.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS GENERALI                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2305.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MICHELIN                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CIKARANG LISTRINDO TBK                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $734.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | CORN                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -7 | NC      | $-2315.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SECURITAS AB                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $414.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JAYA TIASA HOLDINGS BHD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2455.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS NEPI ROCKCASTLE N.V.                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5203.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CNH INDUSTRIAL NV                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $16900.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GUANGDONG HAID GROUP CO LTD                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4143.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NOLATO AB SER. B                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5634.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS HANSA BIOPHARMA AB                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-19910.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS COVIVIO                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2205.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS HAFNIA LTD                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $66977.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TECHNIP ENERGIES NV                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19256.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | CORN                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $-854.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS RVRC HOLDING AB                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-30791.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DANIELI & C OFFICINE MECCANICHE SPA                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $137552.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS WACKER CHEMIE AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10704.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PENTAMASTER CORP BHD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INTEGRATED SERVICE TECHNOLOGY INC                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1336.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS LIFENET INSURANCE CO                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $21605.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ARISTON HOLDING NV                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5321.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ZIGNAGO VETRO SPA                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6204.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS VONTOBEL HOLDING AG                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $12233.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS VTECH HOLDINGS LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9794.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | CORN                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -8 | NC      | $-30.18       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PUBLICIS GROUPE SA                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-857.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SAFESTORE HOLDINGS PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2579.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BOLLORE SE                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $35498.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NCC GROUP PLC                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3810.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS UNITED INTERNET AG                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-101282.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RATHBONES GROUP PLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6777.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TRANSACTION CO LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5649.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AMADEUS IT GROUP SA                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $10344.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ADVANCED MEDICAL SOLUTIONS GROUP PLC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8587.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS OSAKA ORGANIC CHEMICAL INDUSTRY                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $17128.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | CORN                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -8 | NC      | $1907.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SVENSKA HANDELSBANKEN AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-13996.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MEBUKI FINANCIAL GROUP INC                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $32187.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS TAG IMMOBILIEN AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7016.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NOBIA AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4904.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS DEUTSCHE POST AG                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26206.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS GEA GROUP AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $332.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TUBACEX SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6733.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ZANYU TECHNOLOGY GROUP CO LTD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3796.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS HOIST FINANCE AB                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $58477.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS MAGNORA ASA                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1940.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN MEAL                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $37.79        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | BP CURRENCY                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         273 | NC      | $-357117.59   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TELEVISION FRANCAISE 1 SA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12749.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BIESSE SPA                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $685.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS EFG INTERNATIONAL AG                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $211328.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS INTERPARFUMS SA                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13938.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SOITEC                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $25007.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FICONT INDUSTRY BEIJING CO LTD                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $33130.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS 3SBIO INC                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $14478.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TEN SQUARE GAMES SA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $10374.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CMGE TECHNOLOGY GROUP LTD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-0.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HKT TRUST & HKT LTD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1572.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN OIL                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $-2044.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FNAC DARTY                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1227.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS MODERN TIMES GROUP MTG AB                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4300.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EXEM CO LTD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8015.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS EUROCELL PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15103.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA EVERBRIGHT BANK CO LTD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $10059.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $7767.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS INSTONE REAL ESTATE GROUP SE                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7377.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ATRIUM LJUNGBERG AB                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1036.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LYNAS RARE EARTHS LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17477.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS KUMIAI CHEMICAL INDUSTRY CO LTD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $6912.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN OIL                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -3 | NC      | $-2922.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ZUMTOBEL GROUP AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5116.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WOWPRIME CORP                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-62311.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CRODA INTERNATIONAL PLC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $103970.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SMURFIT WESTROCK PLC                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9570.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS OVS SPA                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $146042.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HUBEI ZHENHUA CHEMICAL CO LTD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26544.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CLP HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3028.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FIRST REAL ESTATE INVESTMENT TRUST                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $785.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GUANGSHEN RAILWAY CO LTD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1366.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SOKEN CHEMICAL & ENGINEERING CO                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $34942.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN OIL                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -5 | NC      | $-4373.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SANLAM LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5590.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NEC CAPITAL SOLUTIONS LTD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1684.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FORMOSA CHEMICALS & FIBRE CORP                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1179.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS WILSON BAYLY HOLMES-OVCON LTD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16507.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SKELLERUP HOLDINGS NPV                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1645.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS MEITUAN                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $5203.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MATRIX CONCEPTS HOLDINGS BHD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3256.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS AIDA ENGINEERING LTD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $29031.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SINOPEC SHANGHAI PETROCHEMICAL CO LTD                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1475.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS KONTRON AG                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2969.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN OIL                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -9 | NC      | $-6913.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS JEAN CO LTD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1530.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DIGIPLUS INTERACTIVE CORP                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3697.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MERITZ FINANCIAL GROUP INC                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9615.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS INFRASTRUTTURE WIRELESS ITALIANE SPA                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $38787.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HOTAI FINANCE CO LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $17966.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS M-UP HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3119.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LONGI GREEN ENERGY TECHNOLOGY CO LTD                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20834.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BE SEMICONDUCTOR INDUSTRIES NV                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-56725.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TERA PROBE INC                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $73174.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ALUMINUM CORP OF CHINA LTD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $55079.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                  | FTSE/JSE TOP 40                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ZA        |         -16 | NC      | $-46979.41    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS FUDO TETRA CORP                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1261.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHOW SANG SANG HOLDINGS INTERNATIONAL LTD                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $22066.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CLARIANE SE                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2203.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS AOYAMA TRADING CO LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $11240.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS OCEANA GROUP LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-877.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YOKOGAWA BRIDGE HOLDINGS CORP                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-29551.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SUPPLY NET FPO                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $154.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS TITAN S.A.                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5554.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DEVSISTERS CORPORATION                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26838.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PURETECH HEALTH PLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14568.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | AUDUSD CRNCY                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -192 | NC      | $86504.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS RECORDATI ORD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $2765.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LEONG HUP INTERNATIONAL BHD                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $10254.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS WATCHES OF SWITZERLAND GROUP P                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26430.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS HEIDELBERGER DRUCKMASCHINEN AG                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $96.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ELECTROLUX PROFESSIONAL AB                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $3354.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS COMMERZBANK AG                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $47024.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS EREX CO LTD                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4271.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS POLAR CAPITAL HOLDINGS PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $19187.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GULF MARINE SERVICES PLC                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2497.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS KONINKLIJKE HEIJMANS N.V                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $142549.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS CDX.NA.HY.45.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $252543.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CORBION NV                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $25201.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YAMATO HOLDINGS CO LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-6594.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS GREAT WALL MOTOR CO LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-9581.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JARDINE MATHESON HOLDINGS LTD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $12697.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DOOSAN FUEL CELL CO LTD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17198.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS TELECOM ITALIA                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $41573.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS LANDIS+GYR GROUP AG                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $26828.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA VANKE CO LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $21102.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FUYAO GLASS INDUSTRY GROUP CO LTD                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $22686.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LUXSHARE PRECISION INDUSTRY CO LTD                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-301.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS ITRAXX.FINSR.44.V1                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26122.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS D-LINK CORP                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $240.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS INTERPUMP GROUP SPA                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-58861.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS GREENTOWN MANAGEMENT HOLDINGS CO LTD                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2672.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YIDU TECH INC                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $8512.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AUSTRALIAN CLINICAL LABS LTD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7394.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DUERR AG                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6436.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AMATA CORP                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3742.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SINGAPORE EXCHANGE LTD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $13347.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS INTEGRAFIN HOLDINGS PLC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3400.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LIFE HEALTHC GRP HLDGS LTD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $17206.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS CDX.EM.44.V1                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13815.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MANI INC                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4544.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS VEIDEKKE ASA                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $22351.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LIGACHEM BIOSCIENCES INC                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-25499.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MITCHELLS & BUTLERS PLC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $32785.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GRAPE KING BIO LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2620.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS JET2 PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $33.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ECO WORLD DEVELOPMENT GROUP BHD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $12867.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CVS GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-31573.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PARK SYSTEMS CORP                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $8237.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CYBERFLKS                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-339.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN MEAL                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -3 | NC      | $-2816.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS ITRAXX.XO.44.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $675923.18    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHALICE MINING LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2783.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS PATRIZIA SE                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20663.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ANIMA HOLDING SPA                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1992.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GUZMAN Y GOMEZ LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $19941.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HORIZON ROBOTICS                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4182.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ESSILORLUXOTTICA SA                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17920.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ALLIANCE AVIATION SERVICES LTD                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $8228.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS IMPEDIMED LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $82.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ZEHNDER GROUP AG                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $73983.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HERMES INTERNATIONAL SCA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4270.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS ITRAXX.EU.44.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $226149.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DIT CORP                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1197.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS AKER SOLUTIONS ASA                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-16500.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BFF BANK SPA                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-76792.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ERG SPA                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-28327.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TELEFONICA,S.A.                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19046.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SINCH AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $71263.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YAMABIKO CORP                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $13237.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KAMEDA SEIKA CO LTD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4020.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YASKAWA ELECTRIC CORP                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-14881.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ZEALAND PHARMA A/S                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6779.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $415445.77    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS DEUTSCHE BOERSE AG                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6048.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS COUNTRY GARDEN SERVICES HOLDINGS CO LTD                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-5058.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YONDOSHI HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1379.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CHANNEL INFRASTRUCTURE NZ LTD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17133.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CY4GATE SPA                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16275.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS OFFSHORE OIL ENGINEERING CO LTD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $756.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AVIVA PLC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7358.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LUMAX INTERNATIONAL CORP LTD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3821.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FUKUYAMA TRANSPORTING CO LTD                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-7415.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DONGSUNG FINETEC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8091.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                              | MINI TPX IDX                                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |         -58 | NC      | $-95889.72    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS NCAB GROUP AB                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5302.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BANK BTPN SYARIAH TBK PT                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1668.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS STXE 600 IG&S PR INDEX                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3533.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS SESA SPA                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10708.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA SOUTHERN POWER GRID ENERGY STORAGE CO LTD                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1284.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CHRYSALIS INVESTMENTS LTD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $103399.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS IREN SPA                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $8953.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS OPEN DOOR INC                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $6036.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS HUF                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-20699.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BANGKOK CHAIN HOSPITAL PCL                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2818.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $93.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ACER INC                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $13387.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS INCAP CORPORATION                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4186.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KOMEHYO HOLDINGS CO LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-557.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MELIA HOTELS INTERNATIONAL SA                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1086.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS REGIONAL REIT LTD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4360.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS STAR MICRONICS CO LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-24514.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS KONINKLIJKE PHILIPS NV                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-499.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SL CORP                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11637.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SSE PLC                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-31684.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SCI PHARMTECH INC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14512.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24177.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS POP MART INTERNATIONAL GROUP LTD                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-12210.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SCHOELLER-BLECKMANN OILFIELD EQUIPMENT AG                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6720.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS AVANZA BANK HOLDING AB                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $19473.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS EGUARANTEE INC                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-12091.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS OXFORD BIOMEDICA PLC                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-31252.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SUMCO CORP                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4946.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GRAINGER PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-393.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS COTA CO LTD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $8560.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS VBG GROUP AB                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-32884.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FU SHOU YUAN INTERNATIONAL GROUP LTD                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $29947.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-726.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ASML HOLDING NV                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $99095.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ENAGAS,S.A.                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4605.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ZERO ONE TECHNOLOGY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1365.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CITIZEN WATCH CO LTD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $24881.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ZUKEN INC                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-7209.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HONG LEONG FINANCIAL GROUP BHD                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3751.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SBI HOLDINGS INC                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $676.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BENEFIT                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18711.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DONGKOOK PHARMACEUTICAL                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1354.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NINE ENTERTAINMENT CO HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $38395.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14823.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ARAMIS GROUP                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5537.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ENQUEST PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-48996.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHARTER HALL SOCIAL INFRASTRUCTURE REIT                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5162.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FUFENG GROUP LTD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $11523.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ICADE                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-58.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WEIR GROUP PLC/THE                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14844.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $11433.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SHIN MAINT HOLDINGS CO LTD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1843.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CS BEARING CO LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $57.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS INDUTRADE AB                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1391.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CNH                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1958.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS OBRASCON HUARTE LAIN SA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4400.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NILFISK HOLDING A/S                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5373.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SULZER AG                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $42718.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CEDAR WOODS PROPERTIES LTD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5337.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DOGAN HOLDING                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8946.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DOVALUE                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6423.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS YUNNAN ENERGY NEW MATERIAL CO LTD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10266.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS IVE GROUP LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1224.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SAGA PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-161212.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS UNIVERSAL STORE HOLDINGS LTD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9149.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CNH                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1053.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CMOC GROUP LTD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $42314.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SUNGSHIN CEMENT CO LTD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $820.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS PARADOX INTERACTIVE AB                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2567.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TOKAI CARBON CO LTD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $338.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MTN GROUP LTD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $70422.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS WASION HOLDINGS LTD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $82604.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TRANSURBAN GROUP                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6869.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS GUNOSY INC                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $7830.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HOLLYWOOD BOWL GROUP                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13228.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CHAMP IRON FPO                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12156.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN MEAL                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $-7734.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - BRL                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13660.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS YOKOREI CO LTD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23658.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GREENCORE GROUP PLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $132105.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NISHI-NIPPON FINANCIAL HOLDINGS INC                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $16824.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SUNWAY REAL ESTATE INVESTMENT TRUST                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6889.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PETRONAS DAGANGAN BHD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7802.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SHIN-ETSU CHEMICAL CO                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $421.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DOGUS OTOMOTIV                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-509.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AIRBUS SE                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7750.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GLOBAL BRANDS MANUFACTURE LTD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7226.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | IRS COP                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-32794.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | SPDR S&P 500 ETF TRUST                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          95 | NC      | $22705.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GRAND PACIFIC PETROCHEMICAL                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1558.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ALLIANCE GLOBAL GROUP INC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6643.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EBOS GROUP LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2085.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TEKFEN HOLDING                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $48949.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ST BARBARA LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-35652.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GAZTRANSPORT ET TECHNIGAZ SA                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $372.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PHARMARESEARCH CO LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27125.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SINOPEC KANTONS HOLDINGS LTD                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9303.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DIAGEO PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12484.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VEOLIA ENVIRONNEMENT SA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9088.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | SPDR S&P 500 ETF TRUST                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         -95 | NC      | $-8265.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SUNSHINE LAKE PHARMA CO LTD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $4435.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MEGA FINANCIAL HOLDING CO LTD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $11269.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AUDEN TECHNO CORP                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1599.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SPAREBANK 1 SOR-NORGE ASA                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-17787.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ALLIANCE BANK MALAYSIA BHD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-260.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DAESANG CORP                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30433.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DINO POLSKA SA                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21766.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SWORD GROUP                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $392.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ANTOFAGASTA PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-29934.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS LOTUS BAKERIES NV                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3908.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - ZAR                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3250.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS SAIPEM SPA                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $75057.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHANGHAI AIYINGSHI CO LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1441.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ARB CORP LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15035.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HAIDILAO INTERNATIONAL HOLDING LTD                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-7208.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CDL HOSPITALITY TRUSTS                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7928.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JARDINE CYCLE & CARRIAGE LTD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6823.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS HUHTAMAKI OYJ                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-62404.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EMEIS SA                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-980.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ERAJAYA SWASEMBADA TBK PT                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13347.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CVILUX CORP                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $29075.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                | CURRENCY CONTRACT - ZAR                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $31712.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SOFTBANK GROUP CORP                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-17186.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS 77 BANK LTD/THE                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $91657.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TURK TELEKOM                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14109.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TXC CORPN                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2698.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ALLFUNDS GROUP PLC                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-152702.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KOYOU RENTIA CO LTD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1466.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS PHILOGEN                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $860.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS MYCRONIC AB                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5558.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PAN AFRICAN RESOURCE PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26014.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SUZUKEN CO LTD/AICHI JAPAN                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $23041.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                | CURRENCY CONTRACT - ZAR                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5576.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TOYOTA MOTOR CORP                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-21228.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ENDESA SA                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $109914.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS NOVARTIS AG                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $45738.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NONGFU SPRING CO LTD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-31386.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS UMICORE SA                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $118156.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BANK OCBC NISP TBK PT                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-163.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KOC HOLDING                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $461.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS J&T GLOBAL EXPRESS LIMITED                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1381.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NIPPON SEIKI CO LTD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $40006.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS COLES GROUP LTD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2921.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES INC./ VALEURS MOBILIERES TD INC.  | CURRENCY CONTRACT - ZAR                                                     | CUSIP: 000000000<br>LEI: 5493006RJSLS5DA4PD75 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3669.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PENNON GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-170033.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TEAM INTERNET GROUP PLC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-151638.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NOMURA MICRO SCIENCE CO LTD                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-22037.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS AMBEA AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $68587.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HYUNDAI WIA CORP                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $26011.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $165437.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KINGFA SCI & TECH CO LTD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $30553.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS FLOW TRADERS                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11137.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS KONGSBERG GRUPPEN ASA                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-37725.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FLUIDRA SA                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22130.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                 | CURRENCY CONTRACT - ZAR                                                     | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2038.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ALBARAKA TURK KATILIM BANKASI AS                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1003.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ANGANG STEEL CO LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3814.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MEGAWORLD CORP                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-776.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS APPIER GROUP INC                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $38945.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS METSO OYJ                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-70568.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS VATS LIQUOR CHAIN STORE MANAGEMENT JSC LTD                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-356.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LOTTE ENERGY MATERIALS CORP                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-62993.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ING BANK SLASKI SA                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3334.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SEVERFIELD PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14294.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ORSERO SPA                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $24135.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                | CURRENCY CONTRACT - ZAR                                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3772.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS EUROFINS SCIENTIFIC SE                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $17190.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RUN LONG CONSTRUCTION CO LTD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3844.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NETEASE INC                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1319.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ZERO CO LTD                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $3983.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS WHARF HOLDINGS LTD/THE                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4040.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS VAISALA CORPORATION A                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $7284.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PWR HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19800.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FLETCHER BUILDING LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $321.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | IRS MYR                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3106.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KPIC                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $56175.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                     | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1759.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HSIN KUANG STEEL CO LTD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5592.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS HUF                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6293.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ENCE ENERGIA Y CELULOSA SA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $17023.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SWIRE PACIFIC LTD                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2816.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ASHTEAD GROUP PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2408.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RENTOKIL INITIAL PLC                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21724.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ENDO LIGHTING CORP                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1647.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS TERNA - RETE ELETTRICA NAZIONALE                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27336.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JBCC HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $22053.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FORAN ENERGY GROUP CO LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2994.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8583.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN MEAL                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -16 | NC      | $-2920.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                   | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $39163.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ENERGY TRANSFER LP                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $468.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS EN INC/JAPAN                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $2622.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DONGKUK STEEL MILL CO LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12211.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JCR PHARMACEUTICALS CO LTD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-16429.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA INTERNATIONAL MARINE CONTAINERS GROUP CO LTD                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $17813.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS CADELER A/S                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $42829.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CAREL INDUSTRIES SPA                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-89555.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS REUNERT LTD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2853.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS LINK REIT                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-6744.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS FORBO HOLDING AG                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $6073.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                     | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21928.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                  | TRS CIFXPPDD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21151.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RAUBEX GROUP LTD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18695.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINASOFT INTERNATIONAL LTD                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-6801.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS LITALICO INC                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1474.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GLOBAL MIXED-MODE TECHNOLOGY INC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8988.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SUPERMARKET INCOME REIT PLC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6281.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS JVM CO LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12994.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GRUPO EMPRESARIAL SAN JOSE, S.A.                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6450.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SMC CORP                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-16335.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS YAMAMI COMPANY                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $1177.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13761.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS COSTAIN GROUP PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $56764.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AKBANK                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3632.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | IRS COP                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-37869.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BRITISH LAND CO PLC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16159.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FORTRESS REAL ESTATE INVESTMENTS LTD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $88118.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS ARCADIS                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $11644.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS OUTOKUMPU OYJ                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-20080.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MANITOU BF SA                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2070.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS HEINEKEN NV                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4224.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HOTA INDUSTRIAL MANUFACTURING CO LTD                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $13649.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18330.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CGN MINING CO LTD                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-18297.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NETCOMPANY GROUP A/S                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $3446.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MEGACHIPS CORP                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-11420.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HANMI SEMICONDUCTOR CO LTD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3329.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BANQUE CANTONALE VAUDOISE                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-32638.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ISS A/S                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $13476.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS UNITE GROUP PLC/THE                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $101055.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LUBELSKI WEGIEL BOGDANKA SA                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-28062.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SUNSHINE INSURANCE GROUP                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1492.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS SOLAR TECHNOLOGY AG                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $77972.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                    | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30109.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MITSUBOSHI BELTING LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-5741.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS OLD MUTUAL LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $56143.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LAGENDA PROPERTIES BHD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-202.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS EUBIOLOGICS CO LTD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15874.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS A2A SPA                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $12306.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS COSTAIN GROUP PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1249.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TAIWAN HIGH SPEED RAIL CORP                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $18357.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BANK MANDIRI PERSERO TBK PT                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-802.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NXERA PHARMA CO LTD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1396.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS VALIANT HOLDING AG                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $45850.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                   | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7601.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ALM BRAND A/S                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-28518.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PILBARA MINERALS LTD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-128547.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CEMENTIR HOLDING NV                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $60977.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHINSEGAE FOOD CO LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-65.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BEGA CHEESE LTD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $14392.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS WIHLBORGS FASTIGHETE                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $287.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                       | IRS INR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1463.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS UCB                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1651.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS KONECRANES OYJ                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $76718.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MIROKU JYOHO SERVICE CO LTD                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1902.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                           | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-680.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BASILEA PHARMACEUTICA AG ALLSCHWIL                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $48195.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KOREA INVESTMENT HOLDINGS CO LTD                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $162.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ADVANTECH CO LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $33959.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ADDNODE GROUP AB                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $12994.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NANYA TECHNOLOGY CORP                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-75926.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS BUZZI                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5885.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SHINSEGAE INC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15557.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS U-MING MARINE TRANSPORT CORP                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4819.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA PETROLEUM ENGINEERING CORP                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1067.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MONEY FORWARD INC                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $23866.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                  | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10841.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TRAVELSKY TECHNOLOGY LTD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1914.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SEKISUI HOUSE REIT INC                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $10565.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS MONTEA NV                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5581.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SECHE ENVIRONNEMENT SACA                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3407.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NIHON TRIM CO LTD                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5354.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JINUSHI CO LTD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-8006.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BGRIMM POWER PCL                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $772.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS LIECHTENSTEINISCHE LANDESBANK AG                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $1257.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GETLINK SE                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $775.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS OEM INTERNATIONAL AB                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-12204.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                   | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-83396.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS RIKEN KEIKI CO LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-11649.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS STORA ENSO OYJ                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5508.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SEB SA                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $11253.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KT CORP                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-475.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NH FOODS LTD                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $14013.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AFRICAN RAINBOW MINERALS LTD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-29065.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS WASEDA ACADEMY CO LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-503.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS OXFORD NANOPORE TECHNOLOGIES PLC                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1047.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ZOTEFOAMS PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $933.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS DOW JONES U.S. SELECT HEALTH CARE PROVIDERS INDEX                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-172697.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8007.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MICREED CO LTD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $855.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MONASH IVF FPO                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6425.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TCL ELECTRONICS HOLDINGS LTD                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $11689.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HAMMERSON PLC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $37438.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WEBZEN INC                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $168.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PEARL ABYSS CORP                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $13349.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ZHUZHOU CRRC TIMES ELECTRIC CO LTD                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-24884.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHANDONG YISHENG LIVESTOCK & POULTRY BREEDING CO LTD                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $113.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS AMG CRITICAL MATERIALS NV                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-120094.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS FISKARS OYJ ABP                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9502.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN MEAL                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -9 | NC      | $-18459.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                   | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-102994.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AUDINATE GROUP LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $30956.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HD KOREA SHIPBUILDING & OFFSHORE ENGINEERING CO LTD                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $47.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TRANSACTION CAPITAL LTD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $18923.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS THARISA PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3150.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS OMV AG                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3693.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CIMC ENRIC HOLDINGS LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $527.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS MUNTERS GROUP AB                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-36679.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CENTURY IRON & STEEL INDUSTRIAL CO LTD                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16997.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ORSTED AS                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $95129.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CLNPHARMA                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $128.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                   | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6888.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BIOPLUS CO LTD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2083.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SUN INTERNATIONAL LTD/SOUTH AFRICA                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4582.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MORTGAGE ADVICE BUREAU HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7395.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS INTERNATIONAL PETROLEUM CORP                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-46165.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS LEROY SEAFOOD GROUP                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS JULIUS BAER GROUP LTD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1728.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS RATOS AB                                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-10573.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS YAPI VE KREDI BANK                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6446.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS SIEMENS AG                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9652.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SOFTWAREONE HOLDING AG                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6624.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                 | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8498.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NISHI-NIPPON RAILROAD CO LTD                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-13342.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS INVESTOR AB                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-31114.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS AIMS APAC REIT                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4761.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HALEON PLC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12138.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HOLTEK SEMICONDUCTOR INC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4990.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS EVERLIGHT ELECTRONICS CO LTD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3108.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ZHEJIANG JINGGON                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2634.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS COLOPL INC                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $6635.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KIP REAL ESTATE INVESTMEN                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1215.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INGHAMS GROUP LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-56503.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES INC./ VALEURS MOBILIERES TD INC.  | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 5493006RJSLS5DA4PD75 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2827.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TOPKEY CORP                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7124.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CENTRICA PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $73340.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS E.ON SE                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $359.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS WATKIN JONES PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-94016.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PERUSAHAAN PERKEBUNAN LONDON SUMATRA INDONESIA TBK PT                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $849.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SK REITS CO LTD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-778.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INTELLIAN TECHNOLOGIES INC                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $25876.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS JOHNSON HEALTH TECH                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6837.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AUSTIN ENG FPO                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19034.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ASAHI NET INC                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $973.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association       | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3617.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CLARKSON PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-133.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SOUTHERN CABLE GROUP BHD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3399.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TAIWAN-ASIA SEMICONDUCTOR CORP                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10055.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VALNEVA SE                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8706.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS RASPBERRY PI HOLDINGS PLC                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $14725.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HYUNDAI GLOVIS CO LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $13551.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS OSE IMMUNOTHERAPEUTICS                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8352.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SYDBANK A/S                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-25317.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FISHER & PAYKEL HEALTHCARE CORP LTD                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1089.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS HENKEL AG & CO KGAA                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3974.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                     | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4041.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ODFJELL SE                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $30015.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS NOVONESIS NOVOZYMES B                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-110.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PRECIOUS SHIPPING PCL                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1405.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GENERATION DEVELOPMENT GROUP LTD                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10183.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MY HUMBLE HOUSE HOSPITALITY MANAGEMENT CONSULTING                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8906.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS KUEHNE+NAGEL INT N                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-683.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS CARLSBERG AS                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1923.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JAPAN EYEWEAR HOLDINGS CO LTD                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $17404.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INTOPS CO LTD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2637.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ENENTO GROUP OYJ                                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9621.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                     | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4133.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS SANIX HOLDINGS INC                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3070.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HOGY MEDICAL CO LTD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3590.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS (NB)SHN AIRPORT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $42.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ENAV SPA                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30678.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MITIE GROUP PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $27852.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MALAYAN FLOUR MILLS BHD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2538.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ECOPROBM CO.LTD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9535.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KT&G CORP                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5214.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SILTRONIC AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-47585.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS WIENERBERGER AG                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-40380.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3733.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SEKISUI CHEMICAL CO LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5243.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GLOBAL DOMINION ACCESS SA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23610.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ALFA LAVAL AB                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $108.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS KANTSU CO LTD                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1342.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TAZMO CO LTD                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4058.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS EASYJET PLC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10521.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TRI CHEMICAL LABORATORIES INC                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $4165.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GOODMAN GROUP                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $8219.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS JAPAN DATA SCIENCE CONSORTIUM CO LT                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $5148.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MBANK SA                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-166607.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association       | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-89.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS ADESSO SE                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $2353.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | IRS BRL                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $7003.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHENG LOONG CORP                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-42.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHENZHEN HELLO TECH ENERGY CO LTD                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $333.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS IMERYS                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11944.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA CINDA ASSET MANAGEMENT CO LTD                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $452.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS VITEC SOFTWARE GROUP AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $62542.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS UNITED MICROELECTRONICS CORP                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1987.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LS MATERIALS LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5667.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS ZHONGAN ONLINE P&C INSURANCE CO LTD                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $12246.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER INVESTMENT SECURITIES INC.            | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16940.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FRANBO LINES CORP                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2419.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS IOI PROPERTIES GROUP BHD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10152.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DUG TECHNOLOGY LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21362.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GULF DEVELOPMENT PCL                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $396.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS PERSEUS PROTEOMICS INC                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1338.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS COFACE                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $7005.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BID CORP LTD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3782.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ADMICOM OYJ                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $257.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PHARMA MAR SA                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-61541.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WUHAN JINGCE ELECTRONIC GROUP CO LTD                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4464.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                        | SILVER                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         -29 | NC      | $-868138.72   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                   | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25723.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FRP ADVISORY GROUP PLC                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-329.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HILTON FOOD GROUP PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-132267.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS TENARIS SA                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-24130.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ERAMET SA                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3599.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS GIKEN LTD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17167.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS POSCO FUTURE M CO LTD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-31575.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HALMA PLC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $8582.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS VT CO LTD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $33484.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PEGASUS HAVA TASIMACILIGI AS                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $15387.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LOVISA HOLDINGS LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $754.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander Sociedad Anonima                | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 549300T3TP2IYV4PHY98 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8074.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA RUYI HOLDINGS LTD                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9875.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS PHILIPPINE NATIONAL BANK                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2730.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS OISIX RA DAICHI INC                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-5243.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MACQUARIE TECHNOLOGY GROUP LTD                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9513.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SCHWEITER TECHNOLOGIES AG                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-31848.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS COSMAX INC                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $8238.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MEIJI HOLDINGS CO LTD                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3914.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SSAB AB                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $3335.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BENQ MATERIALS CORPORATION                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2270.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS THEON INTERNATIONAL PLC                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $22176.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ADLINK TECHNOLOGY INC                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-39.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AIR LIQUIDE SA                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-878.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHUGOKU ELECTRIC POWER CO INC/THE                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-17719.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HUANENG LANCANG RIVER HYDROPOWER INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $608.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TOVIS CO LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5562.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS VIRIDIEN                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $72519.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS RESOLUTE MINING LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $76922.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BROGENT TECHNOLOGIES INC                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7593.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS DALIPAL HOLDINGS LTD                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-10405.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LOTTE CHEMICAL CORP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-368.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES INC./ VALEURS MOBILIERES TD INC.  | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 5493006RJSLS5DA4PD75 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3464.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MYER HOLDINGS LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17624.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA GENERAL PLASTICS CORP                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $342.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BEIERSDORF AG                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-85.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PRARAM 9 HOSPITAL PCL                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26443.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS COMPUTERSHARE LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8091.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS PROTECTOR FORSIKRING ASA                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4633.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CELLTRION INC                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2880.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS STXE 600 UTIL PR INDEX                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6176.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MERCIALYS SA                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2117.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SUEDZUCKER AG                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $12463.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10723.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KELLER GROUP PLC                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $36917.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS TOKAI CARBON KOREA CO LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $17926.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS IFAMILYSC CO LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $14605.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS GENMAB A/S                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $136495.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS CIBUS NORDIC REAL ESTATE AB PUBL                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1663.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KOSSAN RUBBER INDUSTRIES BHD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3516.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS GUANGDONG INVESTMENT LTD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $12735.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS POONGSAN CORP                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $11951.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS AMS-OSRAM AG                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $95968.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JIG.JP CO LTD                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3524.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                     | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2374.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS FORTERRA PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-94.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS WALLENIUS WILHELMSEN ASA                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $12248.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ELMOS SEMICONDUCTOR SE                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $48984.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SILICON2 CO LTD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $18571.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LT GROUP INC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4368.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SHAFTESBURY CAPITAL PLC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22026.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WORLD CO LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $9003.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS FLEXIUM INTERCONNECT INC                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6898.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS S&D CO LTD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38549.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS AIRTRIP CORP                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1629.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1732.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ROBINSONS RETAIL HOLDINGS INC                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-589.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS INVISIO AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $44469.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS CHERVON HLDGS LTD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7669.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS MIKRON HOLDING AG                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7577.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HANWHA GENERAL INS                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17855.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KERNEL HOLDING SA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $17362.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS CJ CHEILJEDANG                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15212.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VESTEL ELEKTRONIK SANAYI VE TICARET AS                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $23739.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS P/F BAKKAFROST                                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1378.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS VENTIA SERVICES GROUP PTY LTD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $27473.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association       | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-665.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS REDEIA CORP SA                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $30246.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HOME PRODUCT CENTER PCL                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1274.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CANON MARKETING JAPAN INC                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $12229.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HANSAE                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6138.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS IPERIONX LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1804.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ATTENDO AB                                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $71293.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS SANLORENZO                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4161.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ASSECO POLAND SA                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $69327.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MARKS & SPENCER GROUP PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $28147.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NAK SEALING TECHNOLOGIES CORP                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32189.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ESSENTRA PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $58767.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA BLUECHEMICAL LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $15635.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS ASAHI YUKIZAI CORPORATION                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $11553.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TRUSTPILOT GROUP PLC                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $7222.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS STARTS CORP INC                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $24142.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DIGITAL CHINA GROUP CO LTD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2349.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BANK ISLAM MALAYSIA BHD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1344.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS NATIONAL GRID PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19803.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SANTHERA                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1773.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS HUUUGE INC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $10986.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                      | CURRENCY CONTRACT - TRY                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $139.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SCINOPHARM TAIWAN LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2451.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PTT PCL                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2137.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SDIPTECH AB                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6017.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NIHON M&A CENTER HOLDINGS INC                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1308.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA MODERN DAIRY HOLDINGS LTD                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-42408.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS YC INOX CO LTD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4501.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DAYANG ENTERPRISE HOLDINGS BHD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS VIRBAC SACA                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23146.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SANDS CHINA LTD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-5804.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SHENG YU STEEL                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8228.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | CHF CURRENCY                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         -70 | NC      | $164020.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                      | CURRENCY CONTRACT - TRY                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $796.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS INTLOOP INC                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9048.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS INVESTEC LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10474.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS AO WORLD PLC                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $40029.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS JOHNSON ELECTRIC HOLDINGS LTD                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $12621.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS EVERYBOT INC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-468.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FP PARTNER INC                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4939.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DAISHIN SECURITIES CO LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $741.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KLINIQUE MEDICAL CLINIC PCL                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11411.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BRAMBLES LTD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-94.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SIAM CEMENT PCL/THE                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4221.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - TRY                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2298.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS KBC GROUP NV                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-40521.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BRICKABILITY GROUP PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-937.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HUTCHMED CHINA LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $12455.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA DATANG CORP RENEWABLE POWER CO LTD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2869.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SATELLITE CHEMICAL CO LTD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $924.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ASSA ABLOY AB                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-8533.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SANY HEAVY EQUIPMENT INTERNATIONAL HOLDINGS CO LTD                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $2192.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS IDOM INC                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-7227.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BUMITAMA AGRI LTD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $432.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HANWHA REIT CO LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                              | CURRENCY CONTRACT - TRY                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2591.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ROJANA INDUSTRIAL PARK PCL                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $30.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ATOSS SOFTWARE SE                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5964.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS ERSTE GROUP BANK AG                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-51648.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LAND & HOUSES PCL                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3515.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GAMSUNG CORP.                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $744.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS NINETY ONE LIMITED                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $627.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS KID ASA                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4635.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS TEMENOS                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $43002.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TELKOM SA SOC LTD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1374.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ADVICE IT INFINITE PUBLIC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2402.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                   | CURRENCY CONTRACT - TRY                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3379.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SAFRAN                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6294.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS TOYO GOSEI CO LTD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-36744.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS HYPROP INVESTMENTS LTD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1047.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS GAMMA COMMUNICATIONS PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27740.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS TMBTHANACHART BANK PCL                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1418.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS COM7 PCL                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $25342.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BLUE BIRD TBK PT                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3137.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS B2 IMPACT ASA                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $52734.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS SAN FU CHEMICAL CO                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2020.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS TGS ASA                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2811.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                           | CURRENCY CONTRACT - THB                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $38044.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS OCUMENSION THERAPEUTICS                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $34268.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS WNC CORP /TAIWAN                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21758.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ANAPASS INC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5321.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS D'AMICO                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $1772.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS QISDA CORPORATION                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13475.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS C&S PAPER CO LTD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16554.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS GVS SPA                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $9992.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DIS-CHEM PHARMACIES LTD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-54964.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS TOSHIBA TEC CORP                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-629.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS CARL ZEISS MEDITEC AG                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $10816.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                   | CURRENCY CONTRACT - PLN                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $252.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS ENVIPCO HOLDING NV                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $7691.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA WATER AFFAIRS GROUP LTD                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $14964.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA STEEL CHEMICAL CORP                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $8158.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $9608.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SWEDENCARE AB                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $464.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS STILLFRONT GROUP AB                                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $31445.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS COGNOR HOLDING SA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5975.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $26915.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS MUSTI GROUP OYJ                                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2283.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS DRAX GROUP PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $102409.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                   | CURRENCY CONTRACT - PLN                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $427.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | TRS MONCLER SPA                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10724.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS UNIPOL ASSICURAZIONI SPA                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $6825.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SK CHEMICALS CO LTD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $4360.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS EZAKI GLICO CO LTD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-21836.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS GAKKEN HOLDINGS CO LTD                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $13592.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS WENDEL SE                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12439.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS PERSEUS MINING LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $42056.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CHINA RAILWAY TIELONG CONTAINER LOGISTICS CO LTD                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6861.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS COMPUTACENTER PLC                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $33498.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS LONGFOR GROUP HOLDINGS LTD                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $525.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                   | CURRENCY CONTRACT - PEN                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $573.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS COSCO CAPITAL INC                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS MCDONALD'S HOLDINGS CO JAPAN LTD                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4826.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS VOESTALPINE AG                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $136201.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS GDI PROPERTY GROUP PARTNERSHIP                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1301.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS MALAYSIAN RESOURCES CORP BHD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $19494.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SF HOLDING CO LTD                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-18215.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS BEIJING ENTERPRISES WATER GROUP LTD                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-5474.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS GREENTOWN SERVICE GROUP CO LTD                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $3280.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ZHEJIANG SANHUA INTELLIGENT CONTROLS CO LTD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9347.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS HEALTH & HAPPINESS (H&H) INTL HLDGS                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1749.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                   | CURRENCY CONTRACT - PEN                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $612.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS YOUNG & CO'S BREWERY PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16044.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LIANCHUANG ELECTRONIC TECHNOLOGY CO LTD                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $88.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS FILA SPA                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2327.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BIC                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $367.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SINGAPORE TELECOMMUNICATIONS LTD                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20969.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS LI AUTO INC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $8599.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS ARGAN SA                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $682.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA EVERBRIGHT ENVIRONMENT GROUP LTD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-3276.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS BEIJING CAPITAL INTERNATIONAL AIRPORT CO LTD                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9946.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS CREDIT CORP GROUP LTD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6437.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                   | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11948.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                  | BorgWarner Inc                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       11775 | NS      | $507031.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      225000 | PA      | $210515.63    | 0.04%             | 2041-05-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                        | Credicorp Capital Sociedad Titulizadora SA                                  | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      500000 | PA      | $159850.39    | 0.03%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| DATABRICK 12/20/30                              | DATABRICK 12/20/30                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      413483 | PA      | $417617.36    | 0.08%             | 2030-12-20      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                           | ON Semiconductor Corp                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |      -12172 | NS      | $-611521.28   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                           | Lumentum Holdings Inc                                                       | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      136000 | PA      | $637432.00    | 0.12%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                              | Angolan Government International Bond                                       | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      450000 | PA      | $441681.08    | 0.08%             | 2035-10-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                        | Cheesecake Factory Inc/The                                                  | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      179000 | PA      | $170963.83    | 0.03%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Xenon Pharmaceuticals Inc                       | Xenon Pharmaceuticals Inc                                                   | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |       31324 | NS      | $1400809.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP                        | Galaxy Digital Holdings LP                                                  | CUSIP: 36317GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $589906.12    | 0.11%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | 3 MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -65 | NC      | $13413.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                   | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-350.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                         | Peloton Interactive Inc                                                     | CUSIP: 70614WAD2<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      202000 | PA      | $362513.62    | 0.07%             | 2029-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Scholar Rock Holding Corp                       | Scholar Rock Holding Corp                                                   | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |       38655 | NS      | $1703139.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| APPLIED DIGITAL CORP                            | Applied Digital Corp                                                        | CUSIP: 038169AA6<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |      517000 | PA      | $1515610.59   | 0.28%             | 2030-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| A10 Networks Inc                                | A10 Networks Inc                                                            | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Short            | EC               | CORP              | US        |       -3298 | NS      | $-56791.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                         | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Short            | DBT              | CORP              | US        |     -749000 | PA      | $-670582.62   | -0.13%            | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                    | Strategy Inc                                                                | CUSIP: 594972AN1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |       14000 | PA      | $16524.03     | 0.00%             | 2032-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OCEANKEY US II 12/15/28                         | OCEANKEY US II 12/15/28                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -179731 | PA      | $-178511.95   | -0.03%            | 2028-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                               | H World Group Ltd                                                           | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |      384000 | PA      | $482786.54    | 0.09%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                  | Amazon.com Inc                                                              | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Short            | DBT              | CORP              | US        |     -401000 | PA      | $-322747.73   | -0.06%            | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                              | Zambia Government International Bond                                        | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1109939 | PA      | $1069310.04   | 0.20%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                 | CURRENCY CONTRACT - CNY                                                     | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7254.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                             | PAR Technology Corp                                                         | CUSIP: 698884AC7<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |       36000 | PA      | $37237.50     | 0.01%             | 2026-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                          | Vmed O2 UK Financing I PLC                                                  | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      289000 | PA      | $288166.18    | 0.05%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apogee Therapeutics Inc                         | Apogee Therapeutics Inc                                                     | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18266 | NS      | $1314604.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC                        | Super Micro Computer Inc                                                    | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      522000 | PA      | $489254.48    | 0.09%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                    | Thermo Fisher Scientific Inc                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        4154 | NS      | $2454307.82   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                        | Cheesecake Factory Inc/The                                                  | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      179000 | PA      | $176297.10    | 0.03%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                  | Microsoft Corp                                                              | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Short            | DBT              | CORP              | US        |     -215000 | PA      | $-146273.04   | -0.03%            | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM HOLDINGS                              | Sirius XM Holdings Inc                                                      | CUSIP: 531229AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      801000 | PA      | $821025.00    | 0.15%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP                        | Galaxy Digital Holdings LP                                                  | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $706576.68    | 0.13%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BLACKLINE INC                                   | BlackLine Inc                                                               | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |       71000 | PA      | $76541.55     | 0.01%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                 | CURRENCY CONTRACT - CNY                                                     | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1217.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                       | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      795000 | PA      | $815476.56    | 0.15%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING                                   | Cipher Mining Inc                                                           | CUSIP: 17253JAA4<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |      236000 | PA      | $1104031.60   | 0.21%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                    | Alphabet Inc                                                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Short            | DBT              | CORP              | US        |     -421000 | PA      | $-418570.72   | -0.08%            | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      113628 | PA      | $2698.25      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHARMING NV                                     | Pharming Group NV                                                           | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $161522.56    | 0.03%             | 2029-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Disc Medicine Inc                               | Disc Medicine Inc                                                           | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9694 | NS      | $905031.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                 | Match Group Inc                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |        -786 | NS      | $-26181.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                        | Organon & Co / Organon Foreign Debt Co-Issuer BV                            | CUSIP: 68622TAB7<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |    -1586000 | PA      | $-1329408.67  | -0.25%            | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                | Duke Energy Corp                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |       -9353 | NS      | $-1159210.82  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| SILVERCORP METALS INC                           | Silvercorp Metals Inc                                                       | CUSIP: 82835PAB9<br>LEI: 52990092RT3UCQ7G3177 | Long             | DBT              | CORP              | CA        |       71000 | PA      | $137115.20    | 0.03%             | 2029-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                   | CURRENCY CONTRACT - CLP                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $65562.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      301000 | PA      | $333053.43    | 0.06%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                                | Haemonetics Corp                                                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |        -640 | NS      | $-52064.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                      | Fluor Corp                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Short            | EC               | CORP              | US        |       -4735 | NS      | $-203273.55   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                   | Volkswagen AG                                                               | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Short            | EP               | CORP              | DE        |       -1566 | NS      | $-178965.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                                 | Shake Shack Inc                                                             | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |       36000 | PA      | $33633.99     | 0.01%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| SNAP INC                                        | Snap Inc                                                                    | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      219000 | PA      | $198254.60    | 0.04%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP                        | Galaxy Digital Holdings LP                                                  | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       14000 | PA      | $11690.91     | 0.00%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                           | Argentine Republic Government International Bond                            | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2289955 | PA      | $1581900.60   | 0.30%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| WisdomTree Inc                                  | WisdomTree Inc                                                              | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |      -36474 | NS      | $-402672.96   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings                  | Norwegian Cruise Line Holdings Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6873 | NS      | $-126875.58   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES INC./ VALEURS MOBILIERES TD INC.  | CURRENCY CONTRACT - CLP                                                     | CUSIP: 000000000<br>LEI: 5493006RJSLS5DA4PD75 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16368.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                    | VT Topco Inc                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Short            | DBT              | CORP              | US        |     -202000 | PA      | $-210524.40   | -0.04%            | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PERSHING TONTINE SPAR                           | PERSHING TONTINE SPAR                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10707 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HIMS & HERS HEALTH                              | Hims & Hers Health Inc                                                      | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |       36000 | PA      | $33642.35     | 0.01%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIO                        | Goldman Sachs International                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |    21550000 | PA      | $415606.23    | 0.08%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                        | ICON PLC                                                                    | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |        5259 | NS      | $972915.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUG POWER INC                                  | Plug Power Inc                                                              | CUSIP: 72919PAG8<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |       71000 | PA      | $69327.39     | 0.01%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGH 06/11/31                          | HARBOR FREIGH 06/11/31                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       21540 | PA      | $21241.42     | 0.00%             | 2031-06-11      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGH 06/11/31                          | HARBOR FREIGH 06/11/31                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |      -21595 | PA      | $-21295.22    | -0.00%            | 2031-06-11      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES                         | SolarEdge Technologies Inc                                                  | CUSIP: 83417MAE4<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |       14000 | PA      | $18927.30     | 0.00%             | 2029-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                        | Organon & Co / Organon Foreign Debt Co-Issuer BV                            | CUSIP: 68622TAA9<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -483000 | PA      | $-471114.00   | -0.09%            | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                      | CURRENCY CONTRACT - BRL                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27994.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                   | Tempus AI Inc                                                               | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |      113000 | PA      | $139554.22    | 0.03%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Edison International                            | Edison International                                                        | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        5156 | NS      | $303636.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TUNISIAN REPUBLIC                               | Tunisian Republic                                                           | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      820000 | PA      | $949398.28    | 0.18%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINL ISSU 11/01/27                       | MIDCAP FINL ISSU 11/01/27                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2020000 | PA      | $2023016.75   | 0.38%             | 2032-01-07      | Floating      | 10.00%                | No            |                  3 | On Loan: No      |
| ALIBABA GROUP HOLDING                           | Alibaba Group Holding Ltd                                                   | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       14000 | PA      | $23092.86     | 0.00%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HOMETOGO SE                                     | HomeToGo SE                                                                 | CUSIP: 000000000<br>LEI: 2221001IK1TS34BCHL37 | Long             | EC               | CORP              | LU        |         716 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Avidity Biosciences Inc                         | Avidity Biosciences Inc                                                     | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5456 | NS      | $391195.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      402000 | PA      | $342493.72    | 0.06%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SoFi Technologies Inc                           | SoFi Technologies Inc                                                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |      -54143 | NS      | $-1609129.96  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                          | Sirius XM Holdings Inc                                                      | CUSIP: 829933100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7644 | NS      | $-162511.44   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | CDS REPUBLIC OF ARGENTINA                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $29588.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Box Inc                                         | Box Inc                                                                     | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Short            | EC               | CORP              | US        |       -3334 | NS      | $-98486.36    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      105000 | PA      | $104844.14    | 0.02%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -106000 | PA      | $-105842.66   | -0.02%            | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                       | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1349000 | PA      | $1357768.50   | 0.25%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                                  | Cleanspark Inc                                                              | CUSIP: 18452BAD2<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |      370000 | PA      | $366374.26    | 0.07%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                         | DraftKings Holdings Inc                                                     | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |      492000 | PA      | $444030.00    | 0.08%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                | Delivery Hero SE                                                            | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |        8629 | NS      | $201127.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      429000 | PA      | $385831.88    | 0.07%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                             | PAR Technology Corp                                                         | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |      323000 | PA      | $312448.38    | 0.06%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                 | Nebius Group NV                                                             | CUSIP: 63954QAA4<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      268000 | PA      | $539052.42    | 0.10%             | 2029-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | CDS REPUBLIC OF ARGENTINA                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $14751.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENOVIX CORP                                     | Enovix Corp                                                                 | CUSIP: 293594AF4<br>LEI: 549300EC7NZGWORHYJ53 | Long             | DBT              | CORP              | US        |      186000 | PA      | $183619.20    | 0.03%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                   | Wolfspeed Inc                                                               | CUSIP: 97785W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9350 | NS      | $189618.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                   | Wolfspeed Inc                                                               | CUSIP: 97785W106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -117 | NS      | $-2372.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SABRE FINANCIAL BORROWER                        | Sabre Financial Borrower LLC                                                | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      354000 | PA      | $362474.76    | 0.07%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                        | Microchip Technology Inc                                                    | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      637000 | PA      | $614705.00    | 0.12%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CarMax Inc                                      | CarMax Inc                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16777 | NS      | $648598.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                         | ABB Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Short            | EC               | CORP              | CH        |       -3013 | NS      | $-216772.91   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                        | Lennox International Inc                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Short            | EC               | CORP              | US        |        -643 | NS      | $-320773.41   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                  | Cloudflare Inc                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |       -3187 | NS      | $-638069.27   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| CORMEDIX INC                                    | CorMedix Inc                                                                | CUSIP: 218939AA4<br>LEI: 5299006YIA3L0MBW8358 | Long             | DBT              | CORP              | US        |      165000 | PA      | $179685.00    | 0.03%             | 2030-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS REPUBLIC OF ARGENTINA                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $25266.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICK 12/20/30                              | DATABRICK 12/20/30                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       91517 | PA      | $92432.64     | 0.02%             | 2031-01-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                   | PRA Group Inc                                                               | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Short            | DBT              | CORP              | US        |     -243000 | PA      | $-252221.85   | -0.05%            | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                                      | Stride Inc                                                                  | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |      201000 | PA      | $270345.00    | 0.05%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                              | Meta Platforms Inc                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Short            | DBT              | CORP              | US        |     -277000 | PA      | $-268852.13   | -0.05%            | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LIVANOVA PLC                                    | LivaNova PLC                                                                | CUSIP: 53802LAB8<br>LEI: 2138001K2FX6SHK2B339 | Long             | DBT              | CORP              | GB        |      497000 | PA      | $587255.20    | 0.11%             | 2029-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bitdeer Technologies Group                      | Bitdeer Technologies Group                                                  | CUSIP: 000000000<br>LEI: 2549007M2KGWVJ9XFP20 | Short            | EC               | CORP              | SG        |       -5528 | NS      | $-74130.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                     | Arcutis Biotherapeutics Inc                                                 | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       87067 | NS      | $2668603.55   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| EchoStar Corp                                   | EchoStar Corp                                                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       12902 | NS      | $945587.58    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LEBANESE REPUBLIC                               | Lebanon Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      212000 | PA      | $46788.40     | 0.01%             | 2020-06-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LIGADO DIP ROLLUP05/05/25                       | LIGADO DIP ROLLUP05/05/25                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       29505 | PA      | $24095.58     | 0.00%             | 2026-02-10      | Floating      | 17.50%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | CDS KINGDOM OF SAUDI ARABIA                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-69373.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GeneDx Holdings Corp                            | GeneDx Holdings Corp                                                        | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3488 | NS      | $582321.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                     | Exelon Corp                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       26933 | NS      | $1269082.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                       | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    11150000 | PA      | $195274.46    | 0.04%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| VT TOPC 08/09/30                                | VT TOPC 08/09/30                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -528608 | PA      | $-522330.96   | -0.10%            | 2030-08-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                     | Nutanix Inc                                                                 | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107889.25    | 0.02%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS 04/30/25                        | LIGADO NETWORKS 04/30/25                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       97710 | PA      | $80121.83     | 0.01%             | 2026-02-10      | Floating      | 17.50%                | No            |                  3 | On Loan: No      |
| Rubrik Inc                                      | Rubrik Inc                                                                  | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Short            | EC               | CORP              | US        |       -2545 | NS      | $-176419.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                 | Q2 Holdings Inc                                                             | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |         159 | NS      | $11468.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                 | Q2 Holdings Inc                                                             | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Short            | EC               | CORP              | US        |        -283 | NS      | $-20412.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                   | Crinetics Pharmaceuticals Inc                                               | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |       22688 | NS      | $1033665.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.                | 3 MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -122 | NC      | $-31949.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS KINGDOM OF SAUDI ARABIA                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-18232.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAB 10/30/28                                    | LAB 10/30/28                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       18155 | PA      | $14591.50     | 0.00%             | 2028-10-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                             | Ecuador Government International Bond                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1754048 | PA      | $1492256.34   | 0.28%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                          | Advanced Micro Devices Inc                                                  | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Short            | DBT              | CORP              | US        |     -195000 | PA      | $-168096.77   | -0.03%            | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Nebius Group NV                                 | Nebius Group NV                                                             | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Short            | EC               | CORP              | NL        |      -16914 | NS      | $-1604631.18  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                                  | Ziff Davis Inc                                                              | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      648000 | PA      | $629860.72    | 0.12%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Janus Henderson B-BBB CLO ETF                   | Janus Henderson B-BBB CLO ETF                                               | CUSIP: 47103U753<br>LEI: 549300UAMX73GRTHWH74 | Short            | EC               | RF                | US        |       -7759 | NS      | $-372819.95   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      248000 | PA      | $248251.87    | 0.05%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -123000 | PA      | $-123124.92   | -0.02%            | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mirum Pharmaceuticals Inc                       | Mirum Pharmaceuticals Inc                                                   | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Short            | EC               | CORP              | US        |      -12866 | NS      | $-939861.30   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BRANDS GRO 03/30/27                       | FIRST BRANDS GRO 03/30/27                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       50286 | PA      | $17348.84     | 0.00%             | 2027-03-30      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | CDS REPUBLIC OF KOREA                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-115184.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BRANDS GRO 03/30/27                       | FIRST BRANDS GRO 03/30/27                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |      -48958 | PA      | $-16890.43    | -0.00%            | 2027-03-30      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| INTERDIGITAL INC                                | InterDigital Inc                                                            | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      808000 | PA      | $3742415.68   | 0.70%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                   | Live Nation Entertainment Inc                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |       -4399 | NS      | $-578248.55   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                   | Stellantis NV                                                               | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      129081 | NS      | $1381268.53   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                 | Nebius Group NV                                                             | CUSIP: 63954QAC0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      623000 | PA      | $1265032.65   | 0.24%             | 2031-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBT Marel Corp                                  | JBT Marel Corp                                                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |        -307 | NS      | $-43142.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE USA TLB-5 04/15/27                       | ALTICE USA TLB-5 04/15/27                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      282424 | PA      | $252152.41    | 0.05%             | 2027-04-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                      | Akbank TAS                                                                  | CUSIP: 00971YAK6<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |      536000 | PA      | $561301.93    | 0.11%             | N/A             | Fixed         | 9.37%                 | No            |                  2 | On Loan: No      |
| HEARTHSIDE RC SO 11/22/24                       | HEARTHSIDE RC SO 11/22/24                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      135464 | PA      | $89406.24     | 0.02%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| QuantumScape Corp                               | QuantumScape Corp                                                           | CUSIP: 74767V109<br>LEI: 529900JQVOM1M73BJE28 | Short            | EC               | CORP              | US        |      -23323 | NS      | $-285007.06   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | CDS REPUBLIC OF ARGENTINA                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $31519.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair Inc                                     | Wayfair Inc                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |         400 | NS      | $44320.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                     | Wayfair Inc                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |      -19316 | NS      | $-2140212.80  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                  | SSR Mining Inc                                                              | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Short            | EC               | CORP              | US        |        -660 | NS      | $-15364.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALPHATEC HOLDINGS INC                           | Alphatec Holdings Inc                                                       | CUSIP: 02081GAB8<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |      227000 | PA      | $295525.63    | 0.06%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       17000 | PA      | $17001.99     | 0.00%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                            | Paraguay Government International Bond                                      | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  4945000000 | PA      | $667964.69    | 0.12%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SPREE ACQUISITION CORP 1 LTD                    | Spree Acquisition Corp 1 Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        3069 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Pagaya Technologies Ltd                         | Pagaya Technologies Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -17210 | NS      | $-429389.50   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                        | Granite Construction Inc                                                    | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Short            | EC               | CORP              | US        |       -7568 | NS      | $-813787.04   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| StorageVault Canada Inc                         | StorageVault Canada Inc                                                     | CUSIP: 86212H105<br>LEI: 254900A6LDI0HRL1VD69 | Short            | EC               | CORP              | CA        |       -3371 | NS      | $-11919.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                  | CDS ARAB REPUBLIC OF EGYPT                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $181.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Riot Platforms Inc                              | Riot Platforms Inc                                                          | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Short            | EC               | CORP              | US        |       -3856 | NS      | $-62197.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                           | ON Semiconductor Corp                                                       | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      877000 | PA      | $1010591.45   | 0.19%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MH SUB 12/11/31                                 | MH SUB 12/11/31                                                             | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |       25788 | PA      | $21081.30     | 0.00%             | 2031-12-31      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                             | Ligado Networks LLC                                                         | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1762066 | PA      | $475757.74    | 0.09%             | 2023-11-01      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                         | K Hovnanian Enterprises Inc                                                 | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      506000 | PA      | $521425.45    | 0.10%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                        | Super Micro Computer Inc                                                    | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      220000 | PA      | $206833.00    | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                      | Evergy Inc                                                                  | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      212000 | PA      | $273353.39    | 0.05%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                   | United States Treasury Bill                                                 | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $9945534.80   | 1.86%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                   | United States Treasury Bill                                                 | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12000000 | PA      | $11951917.32  | 2.24%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWAMSTERDAM PHARMA CO NV                       | NEWAMSTERDAM PHARMA CO NV-27                                                | CUSIP: 000000000<br>LEI: 984500B6549TF6E14D36 | Long             | EC               | CORP              | NL        |       42845 | NS      | $1769498.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                     | CDS ARAB REPUBLIC OF EGYPT                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $335.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                  | Hertz Corp/The                                                              | CUSIP: 428040DG1<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      261000 | PA      | $207092.99    | 0.04%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PTC THERAPEUTICS INC                            | PTC Therapeutics Inc                                                        | CUSIP: 69366JAD3<br>LEI: 549300UJLWOIWFDGB318 | Long             | DBT              | CORP              | US        |      655000 | PA      | $1081699.75   | 0.20%             | 2026-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                           | Lumentum Holdings Inc                                                       | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |       71000 | PA      | $135177.82    | 0.03%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COLLEGIUM PHARMA INC                            | Collegium Pharmaceutical Inc                                                | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |      206000 | PA      | $292584.33    | 0.05%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Porch Group Inc                                 | Porch Group Inc                                                             | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Short            | EC               | CORP              | US        |       -1491 | NS      | $-14447.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                      | Vertex Pharmaceuticals Inc                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        2134 | NS      | $925323.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                         | Pebblebrook Hotel Trust                                                     | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      136000 | PA      | $130903.89    | 0.02%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Solid Power Inc                                 | Solid Power Inc                                                             | CUSIP: 83422N105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11414 | NS      | $-59352.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Mining Corp                             | Fortuna Mining Corp                                                         | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Short            | EC               | CORP              | CA        |      -27887 | NS      | $-282216.44   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                   | GameStop Corp                                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |       -9273 | NS      | $-208920.69   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | US 2YR NOTE (CBT)                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          73 | NC      | $-4655.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                         | Turkiye Government Bond                                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    10324000 | PA      | $220023.26    | 0.04%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                        | Super Micro Computer Inc                                                    | CUSIP: 86800UAC8<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      518000 | PA      | $518520.56    | 0.10%             | 2028-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       68176 | PA      | $1638.01      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                         | K Hovnanian Enterprises Inc                                                 | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      535000 | PA      | $550995.97    | 0.10%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Stevanato Group SpA                             | Stevanato Group SpA                                                         | CUSIP: 000000000<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |       58007 | NS      | $1355043.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                     | American Airlines Group Inc                                                 | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Short            | EC               | CORP              | US        |      -44672 | NS      | $-627641.60   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                          | Mercedes-Benz Group AG                                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Short            | EC               | CORP              | DE        |      -11048 | NS      | $-745846.03   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                         | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      494000 | PA      | $398752.10    | 0.07%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                       | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Short            | DBT              | CORP              | US        |     -197000 | PA      | $-192505.58   | -0.04%            | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                              | Liberty Media Corp                                                          | CUSIP: 531229AR3<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |      532000 | PA      | $722634.13    | 0.14%             | 2053-09-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | COCOA - IC                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          -2 | NC      | $-2378.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEBIUS GROUP NV                                 | Nebius Group NV                                                             | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      336000 | PA      | $353907.71    | 0.07%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                   | Snowflake Inc                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |       -1984 | NS      | $-498460.16   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                          | MACOM Technology Solutions Holdings Inc                                     | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $606881.00    | 0.11%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TELE2 AB                                        | Tele2 AB                                                                    | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |      333000 | PA      | $348755.38    | 0.07%             | 2031-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                         | Alnylam Pharmaceuticals Inc                                                 | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13956.25     | 0.00%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      204531 | PA      | $4403.26      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                      | Fluor Corp                                                                  | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      322000 | PA      | $382761.40    | 0.07%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BILL Holdings Inc                               | BILL Holdings Inc                                                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |        -381 | NS      | $-19107.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TITULOS DE TESORERIA                            | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5616600000 | PA      | $1545114.57   | 0.29%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| TETRA TECH INC                                  | Tetra Tech Inc                                                              | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |       35000 | PA      | $38540.25     | 0.01%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | NATURAL GAS                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           8 | NC      | $8811.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISKER INC                                      | Fisker Inc                                                                  | CUSIP: 33813JAA4<br>LEI: 549300UUN5RWU44MBX79 | Long             | DBT              | CORP              | US        |      943587 | PA      | $4090.02      | 0.00%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                         | Pebblebrook Hotel Trust                                                     | CUSIP: 70509VAB6<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      152000 | PA      | $147212.00    | 0.03%             | 2030-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                 | Southern Co/The                                                             | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |       -8540 | NS      | $-778164.80   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                               | Kinder Morgan Inc                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Short            | EC               | CORP              | US        |      -18443 | NS      | $-503862.76   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                    | Terawulf Inc                                                                | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Short            | EC               | CORP              | US        |      -42767 | NS      | $-663316.17   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                 | Caterpillar Inc                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        2026 | NS      | $1166489.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEBIUS GROUP NV                                 | Nebius Group NV                                                             | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |       28000 | PA      | $29273.07     | 0.01%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                       | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      228000 | PA      | $221213.26    | 0.04%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                               | Bloom Energy Corp                                                           | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |      401000 | PA      | $2347538.69   | 0.44%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                           | Venezuela Government International Bond                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      389000 | PA      | $122146.00    | 0.02%             | 2026-10-21      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                       | LME ZINC                                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |           4 | NC      | $33217.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                          | Jazz Investments I Ltd                                                      | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      488000 | PA      | $579166.50    | 0.11%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                          | EquipmentShare.com Inc                                                      | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Short            | DBT              | CORP              | US        |     -666000 | PA      | $-679470.52   | -0.13%            | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NABORS ENERGY TRANSITION C-A                    | Nabors Energy Transition Corp II                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2168 | NS      | $2.82         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      359000 | PA      | $370330.94    | 0.07%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -359000 | PA      | $-370330.94   | -0.07%            | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTI Holdc 4/26/2029                             | DTI Holdc 4/26/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       55378 | PA      | $51948.45     | 0.01%             | 2029-04-26      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| DTI Holdc 4/26/2029                             | DTI Holdc 4/26/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -466634 | PA      | $-437737.56   | -0.08%            | 2029-04-26      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                         | VZ Secured Financing BV                                                     | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      230000 | PA      | $234750.42    | 0.04%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                                    | Zscaler Inc                                                                 | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |      514000 | PA      | $492165.54    | 0.09%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PTC Therapeutics Inc                            | PTC Therapeutics Inc                                                        | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Short            | EC               | CORP              | US        |      -11510 | NS      | $-989744.90   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                       | LME ZINC                                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          -4 | NC      | $-10045.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                             | Exact Sciences Corp                                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |       -4397 | NS      | $-445372.13   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| SONICWALL US HLD 05/16/28                       | SONICWALL US HLD 05/16/28                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -769266 | PA      | $-680184.98   | -0.13%            | 2028-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                        | Development Bank of Kazakhstan JSC                                          | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   100000000 | PA      | $181217.52    | 0.03%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3                         | Match Group Financeco 3 Inc                                                 | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |      632000 | PA      | $566272.00    | 0.11%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vaxcyte Inc                                     | Vaxcyte Inc                                                                 | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |       27515 | NS      | $1365019.15   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC                         | ANI Pharmaceuticals Inc                                                     | CUSIP: 00182CAC7<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |      200000 | PA      | $266000.00    | 0.05%             | 2029-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                | Pitney Bowes Inc                                                            | CUSIP: 724479AR1<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      176000 | PA      | $170518.49    | 0.03%             | 2030-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                 | OSI Systems Inc                                                             | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28234.60     | 0.01%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                 | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | DBT              | CORP              | US        |    -1196000 | PA      | $-1121596.19  | -0.21%            | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LeMaitre Vascular Inc                           | LeMaitre Vascular Inc                                                       | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Short            | EC               | CORP              | US        |        -423 | NS      | $-35087.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | 3 MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -70 | NC      | $-17980.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                       | LME ZINC                                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |           5 | NC      | $3390.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -703000 | PA      | $-705224.33   | -0.13%            | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                         | Liberty Interactive LLC                                                     | CUSIP: 530715AL5<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      860000 | PA      | $60200.00     | 0.01%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                          | XPLR Infrastructure Operating Partners LP                                   | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      339000 | PA      | $354697.40    | 0.07%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Plug Power Inc                                  | Plug Power Inc                                                              | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |      -17285 | NS      | $-34742.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GULFSIDE SUPPL 06/17/31                         | GULFSIDE SUPPL 06/17/31                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -208956 | PA      | $-208651.35   | -0.04%            | 2031-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                    | United Airlines Holdings Inc                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       10981 | NS      | $1119622.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                                  | JBT Marel Corp                                                              | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34652.45     | 0.01%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | Sri Lanka Government International Bond                                     | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       69350 | PA      | $66523.99     | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BIGBEAR.AI HOLDINGS INC                         | BigBear.ai Holdings Inc                                                     | CUSIP: 08975BAC3<br>LEI: 549300XGCF2ELN28CS63 | Long             | DBT              | CORP              | US        |      126000 | PA      | $241589.04    | 0.05%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONMED CORP                                     | CONMED Corp                                                                 | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |      839000 | PA      | $802033.90    | 0.15%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| THE LONDON METAL EXCHANGE                       | LME COPPER                                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          11 | NC      | $288632.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GUITAR CENTER INC                               | Guitar Center Inc                                                           | CUSIP: 402040AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      627900 | PA      | $507029.25    | 0.09%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                  | Ziff Davis Inc                                                              | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      348000 | PA      | $337996.09    | 0.06%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INDIE SEMICONDUCTOR INC                         | indie Semiconductor Inc                                                     | CUSIP: 45569UAA9<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |      345000 | PA      | $353038.50    | 0.07%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTI Holdc 4/26/2029                             | DTI Holdc 4/26/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       47505 | PA      | $44562.92     | 0.01%             | 2029-04-26      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      377000 | PA      | $381830.31    | 0.07%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                          | XPLR Infrastructure Operating Partners LP                                   | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      175000 | PA      | $183502.90    | 0.03%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                         | El Salvador Government International Bond                                   | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      345000 | PA      | $383802.15    | 0.07%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                         | Akamai Technologies Inc                                                     | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      289000 | PA      | $289092.80    | 0.05%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                             | Quanta Services Inc                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        3497 | NS      | $1625685.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LEBANESE REPUBLIC                               | Lebanon Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      777000 | PA      | $171542.18    | 0.03%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                       | LME COPPER                                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         -11 | NC      | $-209064.75   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Gazprom PJSC                                    | Gazprom PJSC                                                                | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |      615160 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | Sri Lanka Government International Bond                                     | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      105000 | PA      | $91169.67     | 0.02%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                        | Provincia de Buenos Aires/Government Bonds                                  | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     2427125 | PA      | $1759228.42   | 0.33%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                             | Affirm Holdings Inc                                                         | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      311000 | PA      | $333705.42    | 0.06%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS LTD                               | Grab Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | DBT              | CORP              | KY        |      143000 | PA      | $157196.08    | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                 | OSI Systems Inc                                                             | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |       94000 | PA      | $143949.44    | 0.03%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LIGADO DIP NM TL 05/05/25                       | LIGADO DIP NM TL 05/05/25                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      125624 | PA      | $103011.58    | 0.02%             | 2026-02-10      | Floating      | 17.50%                | No            |                  3 | On Loan: No      |
| Jazz Pharmaceuticals PLC                        | Jazz Pharmaceuticals PLC                                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |         666 | NS      | $117568.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -349000 | PA      | $-353246.62   | -0.07%            | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                      | Tarsus Pharmaceuticals Inc                                                  | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28057 | NS      | $2243437.72   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                       | LME COPPER                                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |           7 | NC      | $59009.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pharming Group NV                               | Pharming Group NV                                                           | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Short            | EC               | CORP              | NL        |      -60343 | NS      | $-101072.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IREN LTD                                        | IREN Ltd                                                                    | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |       14000 | PA      | $12420.07     | 0.00%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Short            | DBT              | CORP              | US        |     -709000 | PA      | $-676652.30   | -0.13%            | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Digital Inc                              | Galaxy Digital Inc                                                          | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Short            | EC               | CORP              | US        |      -23444 | NS      | $-623375.96   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                      | Carvana Co                                                                  | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        1755 | NS      | $657247.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                | Pitney Bowes Inc                                                            | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Short            | EC               | CORP              | US        |       -7520 | NS      | $-74147.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                      | goeasy Ltd                                                                  | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Short            | DBT              | CORP              | CA        |     -123000 | PA      | $-116164.87   | -0.02%            | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                             | Core Scientific Inc                                                         | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |      444000 | PA      | $772380.47    | 0.14%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                           | Alphatec Holdings Inc                                                       | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |      388000 | PA      | $625805.20    | 0.12%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                        | Mitsubishi Electric Corp                                                    | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |       61187 | NS      | $1655058.87   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                       | LME COPPER                                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $-10206.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STORAGEVAULT CANADA INC                         | StorageVault Canada Inc                                                     | CUSIP: 86212HAC9<br>LEI: 254900A6LDI0HRL1VD69 | Long             | DBT              | CORP              | CA        |      296000 | PA      | $213512.36    | 0.04%             | 2028-03-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc                                 | Uniti Group Inc                                                             | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |       55873 | NS      | $355911.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMELOT RETURN MERGER SU                        | Camelot Return Merger Sub Inc                                               | CUSIP: 13323NAA0<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -226000 | PA      | $-189175.58   | -0.04%            | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       56816 | PA      | $426.12       | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                             | Affirm Holdings Inc                                                         | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      654000 | PA      | $629451.21    | 0.12%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                   | United States Treasury Bill                                                 | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15000000 | PA      | $14959506.30  | 2.80%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVOCA SPA                                       | EVOCA SpA                                                                   | CUSIP: 000000000<br>LEI: 529900D5Y7OY9J1UW733 | Short            | DBT              | CORP              | IT        |      -48000 | PA      | $-53489.21    | -0.01%            | 2029-04-09      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP                                   | GameStop Corp                                                               | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29696.00     | 0.01%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International                  | Johnson Controls International plc                                          | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       17333 | NS      | $2016001.23   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -306000 | PA      | $-309705.47   | -0.06%            | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                       | LME PRI ALUM                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |           7 | NC      | $42788.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                    | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Short            | DBT              | CORP              | US        |     -283000 | PA      | $-281821.03   | -0.05%            | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THE REALREAL INC                                | RealReal Inc/The                                                            | CUSIP: 88339PAJ0<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |      213000 | PA      | $339335.63    | 0.06%             | 2031-02-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SHIFT TECHNOLOGIES INC                          | Shift Technologies Inc                                                      | CUSIP: 82452TAA5<br>LEI: 5493000DBZBX1I1QVY71 | Long             | DBT              | CORP              | US        |     1014000 | PA      | $1117.93      | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH WEL 03/03/28                       | PETCO HEALTH WEL 03/03/28                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       19500 | PA      | $19234.40     | 0.00%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH WEL 03/03/28                       | PETCO HEALTH WEL 03/03/28                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -885257 | PA      | $-873208.87   | -0.16%            | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                  | GE HealthCare Technologies Inc                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        6497 | NS      | $519695.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       45451 | PA      | $693.07       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                         | America Movil SAB de CV                                                     | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     7540000 | PA      | $440288.15    | 0.08%             | 2034-01-30      | Fixed         | 10.30%                | No            |                  2 | On Loan: No      |
| NIDEC CORP                                      | NIDEC CORP                                                                  | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |       16456 | NS      | $207772.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                     | American Water Works Co Inc                                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |       -3161 | NS      | $-411151.27   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                       | LME PRI ALUM                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          -7 | NC      | $2237.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                         | Akamai Technologies Inc                                                     | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      142000 | PA      | $159990.74    | 0.03%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                          | Patrick Industries Inc                                                      | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      173000 | PA      | $293954.17    | 0.05%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PERFORCE SOFTWAR 07/02/29                       | PERFORCE SOFTWAR 07/02/29                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      147306 | PA      | $133974.65    | 0.03%             | 2029-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure                   | Solaris Energy Infrastructure Inc                                           | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Short            | EC               | CORP              | US        |      -10016 | NS      | $-479666.24   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| INDIE SEMICONDUCTOR INC                         | indie Semiconductor Inc                                                     | CUSIP: 45569UAC5<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |      333000 | PA      | $349117.20    | 0.07%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc                                     | Nutanix Inc                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |       -3954 | NS      | $-189001.20   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| WPP FINANCE 2013                                | WPP Finance 2013                                                            | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $92103.06     | 0.02%             | 2046-09-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                             | Guardant Health Inc                                                         | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       16346 | NS      | $1772233.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Guardant Health Inc                             | Guardant Health Inc                                                         | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |       -3963 | NS      | $-429668.46   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                     | Xometry Inc                                                                 | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |      -10530 | NS      | $-615689.10   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                       | LME PRI ALUM                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |           8 | NC      | $200.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR MINING INC                                  | SSR Mining Inc                                                              | CUSIP: 784730AB9<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | DBT              | CORP              | CA        |       14000 | PA      | $19113.50     | 0.00%             | 2039-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                         | Akamai Technologies Inc                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |       -2643 | NS      | $-236601.36   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| LEBANESE REPUBLIC                               | Lebanon Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      212000 | PA      | $47085.20     | 0.01%             | 2029-05-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ASTRONICS CORP                                  | Astronics Corp                                                              | CUSIP: 046433AE8<br>LEI: 549300NNXCF8H4MSMK17 | Long             | DBT              | CORP              | US        |      165000 | PA      | $192505.50    | 0.04%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Opendoor Technologies Inc                       | Opendoor Technologies Inc                                                   | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |      -41488 | NS      | $-319457.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries                  | Teva Pharmaceutical Industries Ltd                                          | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       56451 | NS      | $1517967.39   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET GLOBAL ACQUISITION -A                    | Target Global Acquisition I Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        3516 | NS      | $37.27        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                           | Lumentum Holdings Inc                                                       | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      773000 | PA      | $2541876.52   | 0.48%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                    | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Short            | DBT              | CORP              | US        |     -782000 | PA      | $-781250.77   | -0.15%            | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eldridge BBB-B CLO ETF                          | Eldridge BBB-B CLO ETF                                                      | CUSIP: 81752T528<br>LEI: 549300DYU8XQXCXJRA05 | Short            | EC               | RF                | US        |      -26675 | NS      | $-710622.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | COFFEE 'C'                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |           5 | NC      | $25147.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERACT SA                                       | Teract SA                                                                   | CUSIP: 000000000<br>LEI: 969500HQ6PWNILD1HE63 | Long             | EC               | CORP              | FR        |        3920 | NS      | $4.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                         | Peloton Interactive Inc                                                     | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               | CORP              | US        |      -37011 | NS      | $-251304.69   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS INC                             | ADTRAN Holdings Inc                                                         | CUSIP: 00486HAA3<br>LEI: 549300VV36J86CRRWF77 | Long             | DBT              | CORP              | US        |      130000 | PA      | $134008.92    | 0.03%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                          | Credit Acceptance Corp                                                      | CUSIP: 225310101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -394 | NS      | $-182016.18   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                           | TransMedics Group Inc                                                       | CUSIP: 89377MAB5<br>LEI: 549300060GVOSMWARH50 | Long             | DBT              | CORP              | US        |      576000 | PA      | $984183.64    | 0.18%             | 2028-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| ARDAGH METAL PACKAGING                          | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      200000 | PA      | $218481.08    | 0.04%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                  | Solventum Corp                                                              | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       15100 | NS      | $1287426.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Short            | DBT              | CORP              | US        |     -191000 | PA      | $-193930.90   | -0.04%            | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                        | IREN Ltd                                                                    | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      902000 | PA      | $3304928.00   | 0.62%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EOS ENERGY ENTERPRISES I                        | Eos Energy Enterprises Inc                                                  | CUSIP: 29415CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        7000 | PA      | $7846.59      | 0.00%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                              | JAPAN 10Y BOND(OSE)                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |           3 | NC      | $-32760.59    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COHU INC                                        | Cohu Inc                                                                    | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |       71000 | PA      | $80953.24     | 0.02%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                              | NextEra Energy Inc                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       27394 | NS      | $2363828.26   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                                   | GameStop Corp                                                               | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |      362000 | PA      | $371955.00    | 0.07%             | 2032-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INSTITUTIONAL FIDUCIARY TRUST                   | INSTITUTIONAL FIDUCIARY TRUST                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1805000 | NS      | $1805000.00   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| WIX LTD                                         | Wix.com Ltd                                                                 | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |       35000 | PA      | $30010.31     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATLAS SEC PRODUCTS 0% CLC                       | ATLAS SEC PRODUCTS 0% CLC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      364401 | PA      | $297861.38    | 0.06%             | 2029-02-08      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3101000 | PA      | $3139035.69   | 0.59%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1214500 | PA      | $-1229396.60  | -0.23%            | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1013530 | PA      | $596487.63    | 0.11%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ZODIAC PURCHASE 02/14/32                        | ZODIAC PURCHASE 02/14/32                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |      -29674 | PA      | $-29391.73    | -0.01%            | 2032-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | 3 MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -84 | NC      | $-25886.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | US 5YR NOTE (CBT)                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          18 | NC      | $-909.93      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                      | Dexcom Inc                                                                  | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |      452000 | PA      | $412783.89    | 0.08%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                         | America Movil SAB de CV                                                     | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     3790000 | PA      | $216268.07    | 0.04%             | 2029-01-22      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| RealReal Inc/The                                | RealReal Inc/The                                                            | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Short            | EC               | CORP              | US        |      -17777 | NS      | $-257410.96   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| OPENDOOR TECHNOLOGIES INC                       | Opendoor Technologies Inc                                                   | CUSIP: 683712137<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |       -1119 | NS      | $-1342.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS SEC PRODUCTS 0% CLB                       | ATLAS SEC PRODUCTS 0% CLB                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      364401 | PA      | $315389.07    | 0.06%             | 2028-02-08      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| IDERA TL B2 SOFR 03/02/28                       | IDERA TL B2 SOFR 03/02/28                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       24976 | PA      | $22578.08     | 0.00%             | 2028-03-02      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO                           | Pagaya US Holdings Co LLC                                                   | CUSIP: 69549FAC3<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -445000 | PA      | $-401925.56   | -0.08%            | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ATLAS SEC PRODUCTS 0% CLA                       | ATLAS SEC PRODUCTS 0% CLA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      364401 | PA      | $333572.68    | 0.06%             | 2027-02-08      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| PAR TECHNOLOGY CORP                             | PAR Technology Corp                                                         | CUSIP: 698884AG8<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |       22000 | PA      | $18749.60     | 0.00%             | 2030-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                           | Venezuela Government International Bond                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      463000 | PA      | $128019.50    | 0.02%             | 2025-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1031.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NUTANIX INC                                     | Nutanix Inc                                                                 | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      572000 | PA      | $536192.80    | 0.10%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                            | Upstart Holdings Inc                                                        | CUSIP: 91680MAD9<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |      249000 | PA      | $314104.82    | 0.06%             | 2029-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mineralys Therapeutics Inc                      | Mineralys Therapeutics Inc                                                  | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29508 | NS      | $1272384.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENDOOR TECHNOLOGIES INC                       | Opendoor Technologies Inc                                                   | CUSIP: 683712129<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |       -1119 | NS      | $-2136.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                             | Coinbase Global Inc                                                         | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      224000 | PA      | $232803.20    | 0.04%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Impinj Inc                                      | Impinj Inc                                                                  | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Short            | EC               | CORP              | US        |       -1975 | NS      | $-339443.25   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                            | Bridgebio Pharma Inc                                                        | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      568000 | PA      | $1018661.69   | 0.19%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                 | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | DBT              | CORP              | US        |      -97000 | PA      | $-90411.36    | -0.02%            | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Greenbrier Cos Inc/The                          | Greenbrier Cos Inc/The                                                      | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |       -3233 | NS      | $-143803.84   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF VENEZUELA                           | Venezuela Government International Bond                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1381000 | PA      | $384953.75    | 0.07%             | 2023-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $236.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inotiv Inc                                      | Inotiv Inc                                                                  | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Short            | EC               | CORP              | US        |      -18533 | NS      | $-17154.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                    | Semtech Corp                                                                | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      209000 | PA      | $428081.96    | 0.08%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Equinox Gold Corp                               | Equinox Gold Corp                                                           | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Short            | EC               | CORP              | CA        |      -15635 | NS      | $-217013.80   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| XAI 06/28/30                                    | XAI 06/28/30                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      498750 | PA      | $514710.00    | 0.10%             | 2030-06-28      | Floating      | 12.50%                | No            |                  2 | On Loan: No      |
| Five9 Inc                                       | Five9 Inc                                                                   | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |         -72 | NS      | $-1410.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Technologies Inc                        | Voyager Technologies Inc                                                    | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Short            | EC               | CORP              | US        |       -1836 | NS      | $-41273.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                                     | Workiva Inc                                                                 | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |       71000 | PA      | $71965.21     | 0.01%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                   | CoreWeave Inc                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Short            | DBT              | CORP              | US        |     -240000 | PA      | $-217474.58   | -0.04%            | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                    | NiSource Inc                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Short            | EC               | CORP              | US        |       -7987 | NS      | $-352466.31   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                     | Ameren Corp                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Short            | EC               | CORP              | US        |       -6316 | NS      | $-671706.60   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-106.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PING AN                                         | Ping An Insurance Group Co of China Ltd                                     | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Short            | EC               | CORP              | CN        |      -34500 | NS      | $-252480.81   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD                         | Pagaya Technologies Ltd                                                     | CUSIP: 69549FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |      265000 | PA      | $552154.00    | 0.10%             | 2029-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       65000 | PA      | $65017.77     | 0.01%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |      -65000 | PA      | $-65017.77    | -0.01%            | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       34091 | PA      | $639.21       | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                         | Summit Hotel Properties Inc                                                 | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |      668000 | PA      | $663324.00    | 0.12%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VINTY HLDG 5 SA NPV                             | VINTY HLDG 5 SA NPV                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    11369458 | NS      | $34108.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE HDD CAYMAN                              | Seagate HDD Cayman                                                          | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      636000 | PA      | $2139968.67   | 0.40%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kymera Therapeutics Inc                         | Kymera Therapeutics Inc                                                     | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18583 | NS      | $1261414.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Enovix Corp                                     | Enovix Corp                                                                 | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |       94726 | NS      | $737915.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1556.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enovix Corp                                     | Enovix Corp                                                                 | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Short            | EC               | CORP              | US        |      -13667 | NS      | $-106465.93   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                           | Alkami Technology Inc                                                       | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Short            | EC               | CORP              | US        |        -300 | NS      | $-6396.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MCEWEN INC                                      | McEwen Inc                                                                  | CUSIP: 58039PAA5<br>LEI: 5493000FX50GEWAF3U70 | Long             | DBT              | CORP              | US        |       43000 | PA      | $81996.70     | 0.02%             | 2030-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING                                   | Cipher Mining Inc                                                           | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |      238000 | PA      | $353206.51    | 0.07%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERA T 05/23/29                       | PELOTON INTERA T 05/23/29                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      548666 | PA      | $555411.76    | 0.10%             | 2029-05-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                               | Bloom Energy Corp                                                           | CUSIP: 093712AM9<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |      498000 | PA      | $2646123.00   | 0.50%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                        | IREN Ltd                                                                    | CUSIP: 46270CAA7<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      391000 | PA      | $1176128.00   | 0.22%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                      | Rapid7 Inc                                                                  | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |      429000 | PA      | $403796.25    | 0.08%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc                             | AST SpaceMobile Inc                                                         | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |       -4390 | NS      | $-246718.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KENYA                               | Republic of Kenya Government International Bond                             | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      570000 | PA      | $553056.81    | 0.10%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $724.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                              | Trip.com Group Ltd                                                          | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Short            | EC               | CORP              | SG        |       -8563 | NS      | $-598724.96   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| BONOS DE TESORERIA                              | Peru Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2300000 | PA      | $730910.17    | 0.14%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Dynavax Technologies Corp                       | Dynavax Technologies Corp                                                   | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Short            | EC               | CORP              | US        |      -17740 | NS      | $-201703.80   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                          | Guidewire Software Inc                                                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |        -778 | NS      | $-168032.44   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |     -271000 | PA      | $-271850.94   | -0.05%            | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      348000 | PA      | $307969.22    | 0.06%             | 2059-11-20      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                               | Republic of Kenya Government International Bond                             | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      565000 | PA      | $544711.11    | 0.10%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                        | iRhythm Technologies Inc                                                    | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |      114000 | PA      | $165369.96    | 0.03%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CorMedix Inc                                    | CorMedix Inc                                                                | CUSIP: 21900C308<br>LEI: 5299006YIA3L0MBW8358 | Short            | EC               | CORP              | US        |       -8860 | NS      | $-86916.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                         | Box Inc                                                                     | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |      313000 | PA      | $305492.37    | 0.06%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1259.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MKS INC                                         | MKS Inc                                                                     | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      222000 | PA      | $279984.41    | 0.05%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNT                        | Cracker Barrel Old Country Store Inc                                        | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |       35000 | PA      | $26900.73     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                              | Angolan Government International Bond                                       | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      510000 | PA      | $504921.17    | 0.09%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      191641 | PA      | $4686.29      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO S 03/15/30                       | STUBHUB HOLDCO S 03/15/30                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -993721 | PA      | $-972917.13   | -0.18%            | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure                   | HA Sustainable Infrastructure Capital Inc                                   | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Short            | EC               | CORP              | US        |       -3983 | NS      | $-136855.88   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                   | Amphastar Pharmaceuticals Inc                                               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Short            | EC               | CORP              | US        |        -194 | NS      | $-5373.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                     | Wix.com Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | IL        |         -82 | NS      | $-7848.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freenet AG                                      | Freenet AG                                                                  | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |        1033 | NS      | $34219.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                      | SolarEdge Technologies Inc                                                  | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |       24559 | NS      | $897140.27    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $444.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                      | SolarEdge Technologies Inc                                                  | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Short            | EC               | CORP              | IL        |        -341 | NS      | $-12456.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX INC                                      | Vertex Inc                                                                  | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |      504000 | PA      | $472500.00    | 0.09%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                          | Victra Holdings LLC / Victra Finance Corp                                   | CUSIP: 92648DAA4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -988000 | PA      | $-1047119.94  | -0.20%            | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                         | CUSIP: 71656MAF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      230000 | PA      | $170373.65    | 0.03%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                     | Dropbox Inc                                                                 | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |      512000 | PA      | $529895.98    | 0.10%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NuScale Power Corp                              | NuScale Power Corp                                                          | CUSIP: 67079K100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2483 | NS      | $-49660.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                  | Cleanspark Inc                                                              | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Short            | EC               | CORP              | US        |      -16567 | NS      | $-250161.70   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                         | Turkiye Government Bond                                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    34568000 | PA      | $763743.26    | 0.14%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                             | Shift4 Payments Inc                                                         | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      623000 | PA      | $614356.04    | 0.11%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                         | Illinois Tool Works Inc                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Short            | EC               | CORP              | US        |       -3514 | NS      | $-875969.92   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9140.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                        | Jefferson Capital Holdings LLC                                              | CUSIP: 472481AC4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -194000 | PA      | $-203120.13   | -0.04%            | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                          | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      180000 | PA      | $167667.23    | 0.03%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                     | Dropbox Inc                                                                 | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |      771000 | PA      | $762487.24    | 0.14%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BeOne Medicines Ltd                             | BeOne Medicines Ltd                                                         | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | US        |        3101 | NS      | $1056231.61   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENDOOR TECHNOLOGIES INC                       | Opendoor Technologies Inc                                                   | CUSIP: 683712145<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |       -1119 | NS      | $-1088.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SMYRNA READY MIX CONCRET                        | Smyrna Ready Mix Concrete LLC                                               | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Short            | DBT              | CORP              | US        |     -606000 | PA      | $-643704.71   | -0.12%            | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pacira BioSciences Inc                          | Pacira BioSciences Inc                                                      | CUSIP: 695127100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5576 | NS      | $-131426.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED OPTOELECTRONICS                         | Applied Optoelectronics Inc                                                 | CUSIP: 03823UAE2<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | DBT              | CORP              | US        |      121000 | PA      | $123889.52    | 0.02%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HEARTHSIDE FOOD 05/23/25                        | HEARTHSIDE FOOD 05/23/25                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000742 | PA      | $500371.20    | 0.09%             | 2025-11-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                             | Ecuador Government International Bond                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      846000 | PA      | $718042.50    | 0.13%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-393.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROS HOLDINGS INC                               | PROS Holdings Inc                                                           | CUSIP: 74346YAG8<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |       96000 | PA      | $95256.49     | 0.02%             | 2027-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                  | Lonza Group AG                                                              | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        2674 | NS      | $1835100.93   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| MGP INGREDIENTS INC                             | MGP Ingredients Inc                                                         | CUSIP: 55303JAB2<br>LEI: 2549006OMHFVZ4MS8538 | Long             | DBT              | CORP              | US        |      437000 | PA      | $421705.00    | 0.08%             | 2041-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FORTUNA MINING CORP                             | Fortuna Mining Corp                                                         | CUSIP: 349915AE8<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | CA        |      212000 | PA      | $369410.00    | 0.07%             | 2029-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Industrial Select Sector SPDR ETF  | State Street Industrial Select Sector SPDR ETF                              | CUSIP: 81369Y704<br>LEI: 549300HQI51T8KP6U325 | Short            | EC               | RF                | US        |      -16440 | NS      | $-2526663.60  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                  | American Electric Power Co Inc                                              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Short            | EC               | CORP              | US        |       -3534 | NS      | $-437403.18   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                         | Liberty Interactive LLC                                                     | CUSIP: 530715AG6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      501000 | PA      | $32565.00     | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cipher Mining Inc                               | Cipher Mining Inc                                                           | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Short            | EC               | CORP              | US        |      -64332 | NS      | $-1309156.20  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                           | Lantheus Holdings Inc                                                       | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |      280000 | PA      | $309470.00    | 0.06%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                        | Etsy Inc                                                                    | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      720000 | PA      | $642060.00    | 0.12%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | 3 MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -76 | NC      | $-27226.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                  | Eli Lilly & Co                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        1631 | NS      | $1754091.57   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management              | Dreyfus Government Cash Management                                          | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    81578673 | NS      | $81578673.37  | 15.26%            |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                | InterDigital Inc                                                            | CUSIP: 45867G101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10463 | NS      | $-3743138.25  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                         | Turkiye Government Bond                                                     | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     6051000 | PA      | $137199.66    | 0.03%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                         | Booz Allen Hamilton Inc                                                     | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Short            | DBT              | CORP              | US        |     -551000 | PA      | $-573149.41   | -0.11%            | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                             | Ascendis Pharma A/S                                                         | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Short            | EC               | CORP              | DK        |        -552 | NS      | $-117206.16   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                      | Neurocrine Biosciences Inc                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        9102 | NS      | $1384960.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                          | Hims & Hers Health Inc                                                      | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |        -374 | NS      | $-14870.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                                      | EZCORP Inc                                                                  | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |       71000 | PA      | $131183.43    | 0.02%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST HOLDINGS CORP                           | Comcast Holdings Corp                                                       | CUSIP: 200300606<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      338600 | PA      | $241252.50    | 0.05%             | 2029-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-441.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XAI 06/28/30                                    | XAI 06/28/30                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       45425 | PA      | $46878.92     | 0.01%             | 2030-06-28      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                        | Flex Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |       15201 | NS      | $898531.11    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal Inc                               | Desktop Metal Inc                                                           | CUSIP: 000000000<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |       32750 | NS      | $677.11       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3511000 | PA      | $3579848.53   | 0.67%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -2191000 | PA      | $-2233964.15  | -0.42%            | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                    | Terawulf Inc                                                                | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14256.68     | 0.00%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      113628 | PA      | $423.26       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                | FirstEnergy Corp                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       23425 | NS      | $1117841.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                  | Tetra Tech Inc                                                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |        -509 | NS      | $-17682.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                           | Icahn Enterprises LP / Icahn Enterprises Finance Corp                       | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      735000 | PA      | $740052.39    | 0.14%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-198.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOL FINANCE                                     | Gol Finance Inc                                                             | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |      131500 | PA      | $135280.63    | 0.03%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| Alphatec Holdings Inc                           | Alphatec Holdings Inc                                                       | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Short            | EC               | CORP              | US        |      -31085 | NS      | $-700966.75   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| TWITTE 02/14/30                                 | TWITTE 02/14/30                                                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      711956 | PA      | $706690.84    | 0.13%             | 2029-10-29      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| B2Gold Corp                                     | B2Gold Corp                                                                 | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Short            | EC               | CORP              | CA        |     -130888 | NS      | $-604702.56   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER COS INC                              | Greenbrier Cos Inc/The                                                      | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      361000 | PA      | $382750.25    | 0.07%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                  | Cloudflare Inc                                                              | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      659000 | PA      | $782167.10    | 0.15%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRE PAID LEGAL S 12/15/25                       | PRE PAID LEGAL S 12/15/25                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       19805 | PA      | $19241.38     | 0.00%             | 2028-12-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| PRE PAID LEGAL S 12/15/25                       | PRE PAID LEGAL S 12/15/25                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |      -19583 | PA      | $-19026.26    | -0.00%            | 2028-12-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                        | Suriname Government International Bond                                      | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      387000 | PA      | $392824.35    | 0.07%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                         | Stagwell Global LLC                                                         | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Short            | DBT              | CORP              | US        |     -394000 | PA      | $-383200.50   | -0.07%            | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1170.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Workiva Inc                                     | Workiva Inc                                                                 | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Short            | EC               | CORP              | US        |        -259 | NS      | $-23973.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SAMARCO MINERACAO SA                            | Samarco Mineracao SA                                                        | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      851753 | PA      | $855236.62    | 0.16%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                         | El Salvador Government International Bond                                   | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      650000 | PA      | $738855.00    | 0.14%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES INC                          | Pacira BioSciences Inc                                                      | CUSIP: 695127AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      436000 | PA      | $426513.62    | 0.08%             | 2029-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                 | CMS Energy Corp                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |          29 | NS      | $2187.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                 | CMS Energy Corp                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Short            | EC               | CORP              | US        |         -29 | NS      | $-2187.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ INC                                      | Impinj Inc                                                                  | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |      254000 | PA      | $408161.58    | 0.08%             | 2027-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP                         | Ping An Insurance Group Co of China Ltd                                     | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |      200000 | PA      | $287199.65    | 0.05%             | 2029-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                             | Coinbase Global Inc                                                         | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      250000 | PA      | $246850.00    | 0.05%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| X.AI LLC/X.AI CO ISSUER                         | X.AI LLC / X.AI Co Issuer Corp                                              | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $527343.00    | 0.10%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2431.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DREYFUS QII GOV CASH 289                        | DREYFUS QII GOV CASH 289                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    44536706 | NS      | $44536706.05  | 8.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                        | Solaris Energy Infrastructure Inc                                           | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      229000 | PA      | $471740.00    | 0.09%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                    | Terawulf Inc                                                                | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      405000 | PA      | $830387.60    | 0.16%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LIGADO DIP ROLLUP05/05/25                       | LIGADO DIP ROLLUP05/05/25                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      190166 | PA      | $155302.52    | 0.03%             | 2026-02-10      | Floating      | 17.50%                | No            |                  2 | On Loan: No      |
| Evergy Inc                                      | Evergy Inc                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Short            | EC               | CORP              | US        |       -2750 | NS      | $-213537.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                           | Icahn Enterprises LP / Icahn Enterprises Finance Corp                       | CUSIP: 451102CJ4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -735000 | PA      | $-711131.24   | -0.13%            | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4627000 | PA      | $4705532.50   | 0.88%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       90902 | PA      | $568.14       | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| uniQure NV                                      | uniQure NV                                                                  | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |       44882 | NS      | $1234703.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                      | Cheesecake Factory Inc/The                                                  | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |       -1266 | NS      | $-60337.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-57.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                       | Constellation Energy Corp                                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        9228 | NS      | $3362314.08   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                        | Eagle Funding Luxco Sarl                                                    | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      870000 | PA      | $884302.80    | 0.17%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                            | Republic of Italy Government International Bond                             | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      350000 | PA      | $348066.52    | 0.07%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                 | Ardagh Group SA                                                             | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $323642.40    | 0.06%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                               | Bloom Energy Corp                                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |      -44339 | NS      | $-4843592.36  | -0.91%            |  |  |  | No            |                  1 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                         | Zhenro Properties Group Ltd                                                 | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      981000 | PA      | $4757.85      | 0.00%             | 2023-03-06      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                    | Entergy Corp                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       26004 | NS      | $2535910.08   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| H World Group Ltd                               | H World Group Ltd                                                           | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Short            | EC               | CORP              | CN        |       -8745 | NS      | $-403144.50   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                 | AstraZeneca PLC                                                             | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       16074 | NS      | $1490381.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST HOLDINGS CORP                           | Comcast Holdings Corp                                                       | CUSIP: 200300507<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      386500 | PA      | $244461.25    | 0.05%             | 2029-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-47.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIT DIGITAL INC                                 | Bit Digital Inc                                                             | CUSIP: 000000000<br>LEI: 2549005XLPRWS7HWCM31 | Long             | DBT              | CORP              | KY        |       78000 | PA      | $69214.86     | 0.01%             | 2030-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| iShares MSCI Brazil ETF                         | iShares MSCI Brazil ETF                                                     | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Short            | EC               | RF                | US        |      -26987 | NS      | $-907033.07   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| McEwen Inc                                      | McEwen Inc                                                                  | CUSIP: 58039P305<br>LEI: 5493000FX50GEWAF3U70 | Short            | EC               | CORP              | CA        |       -3359 | NS      | $-62510.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                        | Solaris Energy Infrastructure Inc                                           | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      165000 | PA      | $181514.64    | 0.03%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                         | Zhenro Properties Group Ltd                                                 | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      203000 | PA      | $950.04       | 0.00%             | 2026-01-07      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                        | Suriname Government International Bond                                      | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      474000 | PA      | $512744.76    | 0.10%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -674000 | PA      | $-675132.11   | -0.13%            | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ODDITY FINANCE LLC                              | Oddity Finance LLC                                                          | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |      128000 | PA      | $110169.08    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                            | Bridgebio Pharma Inc                                                        | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |      -11634 | NS      | $-837764.34   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Silvercorp Metals Inc                           | Silvercorp Metals Inc                                                       | CUSIP: 82835P103<br>LEI: 52990092RT3UCQ7G3177 | Short            | EC               | CORP              | CA        |      -13379 | NS      | $-104623.78   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1440.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enovis Corp                                     | Enovis Corp                                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |        -212 | NS      | $-6417.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PROS HOLDINGS INC                               | PROS Holdings Inc                                                           | CUSIP: 74346YAK9<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |      409000 | PA      | $533004.82    | 0.10%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                     | NVIDIA Corp                                                                 | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | DBT              | CORP              | US        |     -274000 | PA      | $-209154.88   | -0.04%            | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LUZ DEL SUR S.A.A.                              | Luz del Sur SAA                                                             | CUSIP: 550688AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     1739000 | PA      | $520872.40    | 0.10%             | 2032-10-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHI Corp                                        | IHI Corp                                                                    | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |       41213 | NS      | $735734.88    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeco Instruments Inc                           | Veeco Instruments Inc                                                       | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Short            | EC               | CORP              | US        |       -7313 | NS      | $-213758.99   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                 | OSI Systems Inc                                                             | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |        -467 | NS      | $-126486.95   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INOTIV INC                                      | Inotiv Inc                                                                  | CUSIP: 45783QAB6<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | DBT              | CORP              | US        |      244000 | PA      | $59627.50     | 0.01%             | 2027-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY LATIN TL 10/16/28                       | LIBERTY LATIN TL 10/16/28                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       45456 | PA      | $29676.26     | 0.01%             | 2028-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                            | Tencent Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |        3924 | NS      | $310035.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-202.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stride Inc                                      | Stride Inc                                                                  | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Short            | EC               | CORP              | US        |       -2875 | NS      | $-182648.75   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PORCH GROUP INC                                 | Porch Group Inc                                                             | CUSIP: 733245AC8<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |      395000 | PA      | $398357.50    | 0.07%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                        | Agilent Technologies Inc                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       15860 | NS      | $2434510.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN BK RECON & DEV                         | European Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   133400000 | PA      | $231476.31    | 0.04%             | 2036-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                           | SoFi Technologies Inc                                                       | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |      455000 | PA      | $645303.75    | 0.12%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARKET BIDC 11/04/30                            | MARKET BIDC 11/04/30                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1240000 | PA      | $1617490.56   | 0.30%             | 2030-11-04      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                        | Encore Capital Group Inc                                                    | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Short            | DBT              | CORP              | US        |     -205000 | PA      | $-218347.96   | -0.04%            | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone Bldg 04/12/28                       | Cornerstone Bldg 04/12/28                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |      -67925 | PA      | $-54435.15    | -0.01%            | 2028-04-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                        | Yinson Boronia Production BV                                                | CUSIP: 000000000<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      568051 | PA      | $618210.02    | 0.12%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| FALCON'S BEYOND GLOBAL INC-A                    | Falcon's Beyond Global Inc                                                  | CUSIP: 306121112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         180 | NS      | $324.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-113.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERFORCE SOFTWAR 07/02/29                       | PERFORCE SOFTWAR 07/02/29                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -412916 | PA      | $-375546.78   | -0.07%            | 2029-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSILIO, INC. 05/17/2028                       | CONSILIO, INC. 05/17/2028                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       48862 | PA      | $44775.72     | 0.01%             | 2028-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                   | United States Treasury Bill                                                 | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3000000 | PA      | $2977553.10   | 0.56%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VECTOR CAP CLS B-1 UNIT                         | VECTOR CAP CLS B-1 UNIT                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1499 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                        | Blue Owl Technology Finance Corp                                            | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Short            | DBT              | CORP              | US        |     -649000 | PA      | $-661067.79   | -0.12%            | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                    | DoorDash Inc                                                                | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37548.32     | 0.01%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                      | Insmed Inc                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       10805 | NS      | $2244954.85   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                        | Encore Capital Group Inc                                                    | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Short            | EC               | CORP              | US        |       -3636 | NS      | $-188672.04   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                    | Omnicell Inc                                                                | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Short            | EC               | CORP              | US        |        -742 | NS      | $-27090.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                 | First Solar Inc                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        1037 | NS      | $283018.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | 3 MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -93 | NC      | $-17548.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $473.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Short            | DBT              | CORP              | US        |      -68000 | PA      | $-72244.70    | -0.01%            | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Aurora Innovation Inc                           | Aurora Innovation Inc                                                       | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Short            | EC               | CORP              | US        |        -728 | NS      | $-3050.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                           | DigitalOcean Holdings Inc                                                   | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |      101000 | PA      | $97338.75     | 0.02%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                          | Vishay Intertechnology Inc                                                  | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |       71000 | PA      | $62947.45     | 0.01%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                   | Snowflake Inc                                                               | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |      361000 | PA      | $600290.11    | 0.11%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | Sri Lanka Government International Bond                                     | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       55000 | PA      | $50080.51     | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                           | Helmerich & Payne Inc                                                       | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Short            | DBT              | CORP              | US        |     -390000 | PA      | $-388882.97   | -0.07%            | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MULTI-COLOR TLB 10/29/28                        | MULTI-COLOR TLB 10/29/28                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       11189 | PA      | $7760.31      | 0.00%             | 2028-10-30      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                              | Riot Platforms Inc                                                          | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |       71000 | PA      | $94607.74     | 0.02%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Hol                  | MACOM Technology Solutions Holdings Inc                                     | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3470 | NS      | $-607215.30   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-348.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -709000 | PA      | $-712877.34   | -0.13%            | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      194000 | PA      | $195060.94    | 0.04%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                        | Microchip Technology Inc                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |        -249 | NS      | $-13341.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| XOMETRY INC                                     | Xometry Inc                                                                 | CUSIP: 98423FAB5<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |      459000 | PA      | $570307.50    | 0.11%             | 2027-02-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                               | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      781503 | PA      | $1845578.83   | 0.35%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc                      | Vishay Intertechnology Inc                                                  | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |        -901 | NS      | $-12316.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MITEK SYSTEMS INC                               | Mitek Systems Inc                                                           | CUSIP: 606710AA9<br>LEI: 549300ABZAQ3R25XG118 | Long             | DBT              | CORP              | US        |      533000 | PA      | $528869.22    | 0.10%             | 2026-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Trico Group/Firs 03/30/27                       | Trico Group/Firs 03/30/27                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       25356 | PA      | $8747.99      | 0.00%             | 2027-03-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Trico Group/Firs 03/30/27                       | Trico Group/Firs 03/30/27                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -720383 | PA      | $-248531.98   | -0.05%            | 2027-03-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| CONCENTRIX CORP                                 | Concentrix Corp                                                             | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Short            | DBT              | CORP              | US        |     -226000 | PA      | $-225582.10   | -0.04%            | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-101.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                     | Zscaler Inc                                                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |        -432 | NS      | $-108648.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                           | DigitalOcean Holdings Inc                                                   | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |      110000 | PA      | $145981.00    | 0.03%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                        | Turkiye Vakiflar Bankasi TAO                                                | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |      680000 | PA      | $726297.67    | 0.14%             | N/A             | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Collegium Pharmaceutical Inc                    | Collegium Pharmaceutical Inc                                                | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |       -4483 | NS      | $-209266.44   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                          | MIWD Holdco II LLC / MIWD Finance Corp                                      | CUSIP: 55337PAA0<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -286000 | PA      | $-270791.86   | -0.05%            | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                        | Live Nation Entertainment Inc                                               | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      107000 | PA      | $108337.50    | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                            | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       24000 | PA      | $8318.56      | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                        | Encore Capital Group Inc                                                    | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      392000 | PA      | $422495.11    | 0.08%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAND ENGAGEMENT NETWORK INC                    | Brand Engagement Network Inc                                                | CUSIP: 104932116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         241 | NS      | $12.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE INC                           | Helmerich & Payne Inc                                                       | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Short            | DBT              | CORP              | US        |     -580000 | PA      | $-582563.01   | -0.11%            | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8705.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Travere Therapeutics Inc                        | Travere Therapeutics Inc                                                    | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       38231 | NS      | $1353759.71   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC                           | Veeco Instruments Inc                                                       | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |      316000 | PA      | $398029.04    | 0.07%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                            | Western Digital Corp                                                        | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     1042000 | PA      | $4531345.40   | 0.85%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENGUIN SOLUTIONS INC                           | Penguin Solutions Inc                                                       | CUSIP: 83205YAE4<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | DBT              | CORP              | US        |      380000 | PA      | $394265.44    | 0.07%             | 2030-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                          | Asian Development Bank                                                      | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    59920000 | PA      | $155012.01    | 0.03%             | 2035-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Douglas AG                                      | Douglas AG                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |        5297 | NS      | $76116.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                     | Enovis Corp                                                                 | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30805.54     | 0.01%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                 | Concentrix Corp                                                             | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Short            | DBT              | CORP              | US        |     -172000 | PA      | $-177581.26   | -0.03%            | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                                     | Xometry Inc                                                                 | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |      322000 | PA      | $479280.90    | 0.09%             | 2030-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                    | Danaher Corp                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       12897 | NS      | $2924781.66   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-849.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tempus AI Inc                                   | Tempus AI Inc                                                               | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Short            | EC               | CORP              | US        |       -1054 | NS      | $-82138.22    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOX GOLD CORP                               | Equinox Gold Corp                                                           | CUSIP: 29446YAC0<br>LEI: 5493005IN4V1SNP9PN75 | Long             | DBT              | CORP              | CA        |      106000 | PA      | $246121.40    | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                | Ziggo Bond Co BV                                                            | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      359000 | PA      | $322577.83    | 0.06%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MIRUM PHARMACEUTICALS                           | Mirum Pharmaceuticals Inc                                                   | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |      431000 | PA      | $1038634.13   | 0.19%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                        | Marriott Vacations Worldwide Corp                                           | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      114000 | PA      | $108311.40    | 0.02%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                        | Etsy Inc                                                                    | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      201000 | PA      | $185176.31    | 0.03%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| IonQ Inc                                        | IonQ Inc                                                                    | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Short            | EC               | CORP              | US        |       -1835 | NS      | $-90465.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ESC CB144A DANIMER BONDS                        | ESC CB144A DANIMER BONDS                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      264000 | PA      | $554.40       | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SonicWall US Hldgs Inc                          | SonicWall US Hldgs Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      328980 | PA      | $290884.00    | 0.05%             | 2028-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                  | JBT Marel Corp                                                              | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |      129000 | PA      | $130780.20    | 0.02%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $499.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BITDEER TECHNOLOGIES GRP                        | Bitdeer Technologies Group                                                  | CUSIP: 09175RAE0<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | DBT              | CORP              | KY        |      163000 | PA      | $169569.51    | 0.03%             | 2031-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH 06/17/32                       | DOTDASH MEREDITH 06/17/32                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |      -67925 | PA      | $-58669.91    | -0.01%            | 2032-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        3000 | PA      | $3041.43      | 0.00%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                         | Booz Allen Hamilton Inc                                                     | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Short            | DBT              | CORP              | US        |     -488000 | PA      | $-476948.91   | -0.09%            | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aeva Technologies Inc                           | Aeva Technologies Inc                                                       | CUSIP: 00835Q202<br>LEI: 529900EOW3TB2FR95A21 | Long             | EC               | CORP              | US        |       10568 | NS      | $117833.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | Sri Lanka Government International Bond                                     | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       80000 | PA      | $60582.84     | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| HEARTHSIDE FOOD 05/23/25                        | HEARTHSIDE FOOD 05/23/25                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      339377 | PA      | $169688.53    | 0.03%             | 2025-11-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PROS Holdings Inc                               | PROS Holdings Inc                                                           | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Short            | EC               | CORP              | US        |      -13688 | NS      | $-318109.12   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS INC                                | A10 Networks Inc                                                            | CUSIP: 002121AA9<br>LEI: 549300UQD4IWUML81Q35 | Long             | DBT              | CORP              | US        |      129000 | PA      | $132900.68    | 0.02%             | 2030-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                 | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Short            | DBT              | CORP              | US        |     -193000 | PA      | $-184134.91   | -0.03%            | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4058.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LivaNova PLC                                    | LivaNova PLC                                                                | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Short            | EC               | CORP              | GB        |       -4825 | NS      | $-307883.25   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                            | Applied Digital Corp                                                        | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Short            | EC               | CORP              | US        |      -49483 | NS      | $-1340989.30  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                        | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |     -689000 | PA      | $-711306.79   | -0.13%            | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       90902 | PA      | $568.14       | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                       | Alibaba Group Holding Ltd                                                   | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | HK        |        -117 | NS      | $-18404.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                              | Ford Motor Co                                                               | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36956.50     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                         | Akamai Technologies Inc                                                     | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      119000 | PA      | $121059.86    | 0.02%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Semtech Corp                                    | Semtech Corp                                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Short            | EC               | CORP              | US        |       -5218 | NS      | $-386966.88   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| KOFAX TLB SOFR+5 07/20/29                       | KOFAX TLB SOFR+5 07/20/29                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -326738 | PA      | $-284670.75   | -0.05%            | 2029-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENGUIN SOLUTIONS INC                           | Penguin Solutions Inc                                                       | CUSIP: 83205YAC8<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | DBT              | CORP              | US        |      451000 | PA      | $529939.99    | 0.10%             | 2029-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $122.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Q2 HOLDINGS INC                                 | Q2 Holdings Inc                                                             | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37645.01     | 0.01%             | 2026-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                         | BioMarin Pharmaceutical Inc                                                 | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      775000 | PA      | $742140.00    | 0.14%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| BOOZ ALLEN HAMILTON INC                         | Booz Allen Hamilton Inc                                                     | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Short            | DBT              | CORP              | US        |     -488000 | PA      | $-513904.78   | -0.10%            | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                  | Cloudflare Inc                                                              | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      391000 | PA      | $430448.87    | 0.08%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                  | Public Service Enterprise Group Inc                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Short            | EC               | CORP              | US        |       -8327 | NS      | $-695471.04   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                             | PAR Technology Corp                                                         | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |        -436 | NS      | $-15046.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                           | Penguin Solutions Inc                                                       | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Short            | EC               | CORP              | US        |      -24112 | NS      | $-487785.76   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                       | Edwards Lifesciences Corp                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       24761 | NS      | $2146035.87   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc                         | BigBear.ai Holdings Inc                                                     | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Short            | EC               | CORP              | US        |      -31106 | NS      | $-197212.04   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      256000 | PA      | $283258.45    | 0.05%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government Bond                                    | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     5725000 | PA      | $313469.01    | 0.06%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                  | WisdomTree Inc                                                              | CUSIP: 97717PAH7<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |      647000 | PA      | $736561.33    | 0.14%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                      | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1711000 | PA      | $1795694.50   | 0.34%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                              | Trip.com Group Ltd                                                          | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |      780000 | PA      | $949451.12    | 0.18%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NORD SE 10/08/32                                | NORD SE 10/08/32                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |      -27255 | PA      | $-27357.40    | -0.01%            | 2032-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd                               | Grab Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Short            | EC               | CORP              | SG        |      -13135 | NS      | $-71585.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SANTA FE DE BOGOTA D.C.                         | Bogota Distrito Capital                                                     | CUSIP: 097230AC0<br>LEI: 529900L83GNDA0PLHT11 | Long             | DBT              | NUSS              | CO        |  5133000000 | PA      | $1373533.86   | 0.26%             | 2035-11-05      | Fixed         | 13.14%                | No            |                  2 | On Loan: No      |
| indie Semiconductor Inc                         | indie Semiconductor Inc                                                     | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Short            | EC               | CORP              | US        |      -58627 | NS      | $-208712.12   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                           | Argentine Republic Government International Bond                            | CUSIP: 040114GM6<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     8190000 | PA      | $244471.50    | 0.05%             | 2035-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DYNAVAX TECHNOLOGIES                            | Dynavax Technologies Corp                                                   | CUSIP: 268158AD4<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |      139000 | PA      | $160371.25    | 0.03%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1104.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LABL INC                                        | LABL Inc                                                                    | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      320000 | PA      | $223593.22    | 0.04%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CONX CORP-CLASS A SHARES                        | Conx Corp                                                                   | CUSIP: 212873111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14679 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fidelity Government Portfolio                   | Fidelity Government Portfolio                                               | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |    48872804 | NS      | $48872785.85  | 9.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MH SUB 12/11/31                                 | MH SUB 12/11/31                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      310427 | PA      | $253774.35    | 0.05%             | 2031-12-31      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| MH SUB 12/11/31                                 | MH SUB 12/11/31                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -336215 | PA      | $-274855.67   | -0.05%            | 2031-12-31      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      515000 | PA      | $553030.68    | 0.10%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Array Technologies Inc                          | Array Technologies Inc                                                      | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |       35918 | NS      | $269744.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                     | Vistra Corp                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |       -1859 | NS      | $-332500.74   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| RFNA LP                                         | Rfna LP                                                                     | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Short            | DBT              | CORP              | US        |     -445000 | PA      | $-451561.53   | -0.08%            | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                   | United States Treasury Bill                                                 | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4963643.30   | 0.93%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | FTSE 100 IDX                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |         -29 | NC      | $-143271.17   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | 3 MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -81 | NC      | $-26045.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $108.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MapLight Therapeutics Inc                       | MapLight Therapeutics Inc                                                   | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1158 | NS      | $15783.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                           | Lumentum Holdings Inc                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |      -10031 | NS      | $-3261679.96  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| SATELLOGIC INC-A                                | Satellogic Inc                                                              | CUSIP: 80401C118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2058 | NS      | $337.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                            | Upstart Holdings Inc                                                        | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |       -4187 | NS      | $-188247.52   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Bit Digital Inc                                 | Bit Digital Inc                                                             | CUSIP: 000000000<br>LEI: 2549005XLPRWS7HWCM31 | Short            | EC               | CORP              | US        |      -13398 | NS      | $-31887.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                        | Yapi ve Kredi Bankasi AS                                                    | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      537000 | PA      | $573376.59    | 0.11%             | 2034-01-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                            | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18021000000 | PA      | $1148020.47   | 0.21%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Short            | DBT              | CORP              | US        |     -298000 | PA      | $-231571.20   | -0.04%            | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IREN Ltd                                        | IREN Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Short            | EC               | CORP              | AU        |      -86016 | NS      | $-4112424.96  | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      136354 | PA      | $3027.43      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12871.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Core Scientific Inc                             | Core Scientific Inc                                                         | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Short            | EC               | CORP              | US        |      -34352 | NS      | $-580205.28   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL                  | Seagate Technology Holdings PLC                                             | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Short            | EC               | CORP              | US        |       -7683 | NS      | $-2125809.27  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -979000 | PA      | $-990912.44   | -0.19%            | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP-CLASS A                           | GameStop Corp                                                               | CUSIP: 36467W117<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |        1438 | NS      | $4802.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP-CLASS A                           | GameStop Corp                                                               | CUSIP: 36467W117<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |       -1118 | NS      | $-3734.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTRIENT HOLDING BV                            | Centrient Holding BV                                                        | CUSIP: 000000000<br>LEI: 549300QHIYIRIMCM2345 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $202608.62    | 0.04%             | 2030-05-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                         | Pebblebrook Hotel Trust                                                     | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               | CORP              | US        |       -5415 | NS      | $-61406.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WINDSTREAM SERVICES LLC                         | Windstream Services LLC                                                     | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      734000 | PA      | $747675.15    | 0.14%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                | Duke Energy Corp                                                            | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      143000 | PA      | $153428.81    | 0.03%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK OF CHINA                          | Industrial & Commercial Bank of China Ltd                                   | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Short            | DBT              | CORP              | CN        |     -279000 | PA      | $-276607.60   | -0.05%            | N/A             | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3397.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EZCORP Inc                                      | EZCORP Inc                                                                  | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |       -5964 | NS      | $-114985.92   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | Sri Lanka Government International Bond                                     | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       60000 | PA      | $56700.00     | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                            | Western Digital Corp                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |      -27387 | NS      | $-4473118.71  | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| GAINWELL ACQUISI 10/01/27                       | GAINWELL ACQUISI 10/01/27                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      699373 | PA      | $693617.16    | 0.13%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                            | Kite Realty Group LP                                                        | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |       36000 | PA      | $37322.00     | 0.01%             | 2027-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DYNAVAX TECHNOLOGIES                            | Dynavax Technologies Corp                                                   | CUSIP: 268158AE2<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |      312000 | PA      | $301360.80    | 0.06%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                        | Granite Construction Inc                                                    | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |      361000 | PA      | $863809.21    | 0.16%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                   | Ford Motor Co                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |       -1455 | NS      | $-19322.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                                   | Nextpower Inc                                                               | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9251 | NS      | $847576.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd                                    | Fujikura Ltd                                                                | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |        5292 | NS      | $612688.69    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF   | iShares iBoxx $ High Yield Corporate Bond ETF                               | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Short            | EC               | RF                | US        |      -17844 | NS      | $-1445185.56  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| IDERA TL B2 SOFR 03/02/28                       | IDERA TL B2 SOFR 03/02/28                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -710033 | PA      | $-641859.62   | -0.12%            | 2028-03-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MU                        | Istanbul Metropolitan Municipality                                          | CUSIP: 000000000<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |      260000 | PA      | $286121.37    | 0.05%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SOLARWINDS TLB S 03/12/32                       | SOLARWINDS TLB S 03/12/32                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -436658 | PA      | $-433837.52   | -0.08%            | 2032-04-16      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Applied Optoelectronics Inc                     | Applied Optoelectronics Inc                                                 | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Short            | EC               | CORP              | US        |       -1978 | NS      | $-52970.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                           | Argentine Republic Government International Bond                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2842000 | PA      | $277474.66    | 0.05%             | 2035-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Oklo Inc                                        | Oklo Inc                                                                    | CUSIP: 02156V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -820 | NS      | $-74931.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                       | DigitalOcean Holdings Inc                                                   | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |       -2305 | NS      | $-102618.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LABL INC                                        | LABL Inc                                                                    | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Short            | DBT              | CORP              | US        |     -103000 | PA      | $-70289.42    | -0.01%            | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                       | PG&E Corp                                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       27445 | NS      | $442413.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $57.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                             | Exact Sciences Corp                                                         | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      768000 | PA      | $799099.33    | 0.15%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                            | Saturn Oil & Gas Inc                                                        | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Short            | DBT              | CORP              | CA        |     -503000 | PA      | $-511909.64   | -0.10%            | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Co Inc                        | CommScope Holding Co Inc                                                    | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |        3000 | NS      | $59220.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc                           | Quantum Computing Inc                                                       | CUSIP: 74766W108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7156 | NS      | $-83725.20    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                     | Cintas Corp                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2437 | NS      | $-453330.74   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                               | MARA Holdings Inc                                                           | CUSIP: 565788AJ5<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |      270000 | PA      | $218484.00    | 0.04%             | 2032-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                              | Unity Software Inc                                                          | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |      234000 | PA      | $224815.50    | 0.04%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                            | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      348000 | PA      | $370525.69    | 0.07%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| 3M Co                                           | 3M Co                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       12645 | NS      | $2175572.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                              | Enphase Energy Inc                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |      -12771 | NS      | $-368443.35   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $31.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                     | Wayfair Inc                                                                 | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     1293000 | PA      | $2354669.20   | 0.44%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                     | Alnylam Pharmaceuticals Inc                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        4183 | NS      | $1887495.09   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                     | Alnylam Pharmaceuticals Inc                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |         -10 | NS      | $-4512.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | Uber Technologies Inc                                                       | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13954.26     | 0.00%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BlackLine Inc                                   | BlackLine Inc                                                               | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |        -581 | NS      | $-33111.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                              | Teladoc Health Inc                                                          | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |      165000 | PA      | $156172.50    | 0.03%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OMNICELL INC                                    | Omnicell Inc                                                                | CUSIP: 68213NAE9<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69281.70     | 0.01%             | 2029-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                      | MasTec Inc                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       12249 | NS      | $2619816.12   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                        | Moss Creek Resources Holdings Inc                                           | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      123000 | PA      | $118064.97    | 0.02%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UCB SA                                          | UCB SA                                                                      | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |        7939 | NS      | $2218391.72   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1770.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                   | United States Treasury Bill                                                 | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4968824.25   | 0.93%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAMTEK LTD/ISRAEL                               | Camtek Ltd/Israel                                                           | CUSIP: 13469VAC2<br>LEI: 5493000H80W07HCKGS43 | Long             | DBT              | CORP              | IL        |       14000 | PA      | $15949.47     | 0.00%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                               | BILL Holdings Inc                                                           | CUSIP: 090043AD2<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |       49000 | PA      | $46660.78     | 0.01%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                               | PetroChina Co Ltd                                                           | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |      286257 | NS      | $319918.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     8100000 | PA      | $139275.00    | 0.03%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                          | HAT Holdings I LLC / HAT Holdings II LLC                                    | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      143000 | PA      | $192878.40    | 0.04%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                             | Exact Sciences Corp                                                         | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      782000 | PA      | $802792.08    | 0.15%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                             | Coinbase Global Inc                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |        -490 | NS      | $-133681.80   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                     | Dropbox Inc                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Short            | EC               | CORP              | US        |       -7511 | NS      | $-224428.68   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                            | Edison International                                                        | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Short            | DBT              | CORP              | US        |     -168000 | PA      | $-173667.31   | -0.03%            | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                    | DoorDash Inc                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |         -73 | NS      | $-14481.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                          | Guidewire Software Inc                                                      | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |      295000 | PA      | $338408.21    | 0.06%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                          | XPLR Infrastructure Operating Partners LP                                   | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       67000 | PA      | $68161.58     | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      422700 | PA      | $423162.33    | 0.08%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -270000 | PA      | $-270295.31   | -0.05%            | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                       | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    42750000 | PA      | $734409.04    | 0.14%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                         | Kite Realty Group Trust                                                     | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -838 | NS      | $-19391.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                       | Five9 Inc                                                                   | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |      583000 | PA      | $523349.80    | 0.10%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                            | Dotdash Meredith Inc                                                        | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Short            | DBT              | CORP              | US        |     -363000 | PA      | $-329112.14   | -0.06%            | 2032-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | Sri Lanka Government International Bond                                     | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      130000 | PA      | $119713.63    | 0.02%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10069.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                               | Lebanon Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      212000 | PA      | $46924.88     | 0.01%             | 2023-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc                      | Optimum Communications Inc                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |       59384 | NS      | $112829.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                           | ON Semiconductor Corp                                                       | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      761000 | PA      | $708324.11    | 0.13%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       45451 | PA      | $1306.72      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Patrick Industries Inc                          | Patrick Industries Inc                                                      | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Short            | EC               | CORP              | US        |       -2455 | NS      | $-265680.10   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Sto                  | Cracker Barrel Old Country Store Inc                                        | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Short            | EC               | CORP              | US        |        -208 | NS      | $-6009.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      146000 | PA      | $145560.86    | 0.03%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                               | BILL Holdings Inc                                                           | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |      250000 | PA      | $226839.77    | 0.04%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEARTHSIDE FOOD 05/23/25                        | HEARTHSIDE FOOD 05/23/25                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       49841 | PA      | $24920.39     | 0.00%             | 2025-11-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                             | Nigeria Government International Bond                                       | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      369000 | PA      | $390053.41    | 0.07%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-82.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iRhythm Technologies Inc                        | iRhythm Technologies Inc                                                    | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Short            | EC               | CORP              | US        |        -625 | NS      | $-117506.25   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                      | Rhythm Pharmaceuticals Inc                                                  | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |        9966 | NS      | $1087190.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                               | MARA Holdings Inc                                                           | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |      -10677 | NS      | $-126095.37   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                 | Shake Shack Inc                                                             | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               | CORP              | US        |         -69 | NS      | $-6036.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                             | Exact Sciences Corp                                                         | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |       14000 | PA      | $19378.02     | 0.00%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Strategy Inc                                    | Strategy Inc                                                                | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |          -4 | NS      | $-708.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                             | Shift4 Payments Inc                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1131 | NS      | $-83445.18    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SKOPIMA CONSILIO 05/12/28                       | SKOPIMA CONSILIO 05/12/28                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      166977 | PA      | $153014.35    | 0.03%             | 2028-05-12      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| SKOPIMA CONSILIO 05/12/28                       | SKOPIMA CONSILIO 05/12/28                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -216276 | PA      | $-198191.17   | -0.04%            | 2028-05-12      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                                  | Cleanspark Inc                                                              | CUSIP: 18452BAA8<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |       14000 | PA      | $18133.96     | 0.00%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.                | 3 MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -83 | NC      | $-7497.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $185.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                   | Wolfspeed Inc                                                               | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4000 | PA      | $6797.50      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                             | Affirm Holdings Inc                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1992 | NS      | $-141332.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ASCENDIS PHARMA A/S                             | Ascendis Pharma A/S                                                         | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |      121000 | PA      | $171571.95    | 0.03%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                      | Rubrik Inc                                                                  | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |      515000 | PA      | $486187.66    | 0.09%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                       | Argenx SE                                                                   | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        2601 | NS      | $2372059.98   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                             | Guardant Health Inc                                                         | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |      931000 | PA      | $1019190.01   | 0.19%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Co                  | Blue Owl Technology Finance Corp                                            | CUSIP: 095924106<br>LEI: 254900G5EZJSOD3UKL16 | Short            | EC               | CORP              | US        |      -16712 | NS      | $-232296.80   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                                   | WOLFSPEED INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13966 | NS      | $-2094.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DAYFORCE INC                                    | Dayforce Inc                                                                | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |      997000 | PA      | $981795.75    | 0.18%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                           | Alkami Technology Inc                                                       | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18069.44     | 0.00%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3665.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADTRAN Holdings Inc                             | ADTRAN Holdings Inc                                                         | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Short            | EC               | CORP              | US        |       -8164 | NS      | $-64740.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                            | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       21000 | PA      | $7521.01      | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OPENDOOR TECHNOLOGIES IN                        | Opendoor Technologies Inc                                                   | CUSIP: 683712AC7<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |       66000 | PA      | $337279.80    | 0.06%             | 2030-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      775000 | PA      | $681842.96    | 0.13%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| VOYAGER SPACE HOLDINGS I                        | Voyager Technologies Inc                                                    | CUSIP: 92892BAA1<br>LEI: 254900DDCLSP240FE187 | Long             | DBT              | CORP              | US        |       72000 | PA      | $70380.00     | 0.01%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GRO 03/30/27                       | FIRST BRANDS GRO 03/30/27                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      700986 | PA      | $241840.21    | 0.05%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1372000 | PA      | $1373607.82   | 0.26%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -278000 | PA      | $-278325.78   | -0.05%            | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMPHASTAR PHARMACEUTICAL                        | Amphastar Pharmaceuticals Inc                                               | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |       36000 | PA      | $33181.25     | 0.01%             | 2029-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -375000 | PA      | $-376413.57   | -0.07%            | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1932.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                         | E.ON SE                                                                     | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Short            | EC               | CORP              | DE        |       -8868 | NS      | $-157911.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                         | European Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    57000000 | PA      | $308843.74    | 0.06%             | 2031-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                            | Williams Cos Inc/The                                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       13067 | NS      | $796172.31    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF NIGERIA                             | Nigeria Government International Bond                                       | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      360000 | PA      | $382757.93    | 0.07%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| B2GOLD CORP                                     | B2Gold Corp                                                                 | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |      501000 | PA      | $813743.74    | 0.15%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                   | Wolfspeed Inc                                                               | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       33000 | PA      | $56079.38     | 0.01%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vertex Inc                                      | Vertex Inc                                                                  | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |       -5551 | NS      | $-109188.17   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                       | Hertz Global Holdings Inc                                                   | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |        3643 | NS      | $19089.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ANI Pharmaceuticals Inc                         | ANI Pharmaceuticals Inc                                                     | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Short            | EC               | CORP              | US        |       -2095 | NS      | $-177760.75   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MULTI-COLOR TLB 10/29/28                        | MULTI-COLOR TLB 10/29/28                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      934178 | PA      | $647936.55    | 0.12%             | 2028-10-30      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                        | Baxter International Inc                                                    | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      687000 | PA      | $442543.33    | 0.08%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                           | SoFi Technologies Inc                                                       | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |      393000 | PA      | $1253670.00   | 0.23%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                            | Colombian TES                                                               | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1573700000 | PA      | $250436.17    | 0.05%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                | Vmed O2 UK Financing I PLC                                                  | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $658023.96    | 0.12%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      214367 | PA      | $2679.59      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                                | Haemonetics Corp                                                            | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      142000 | PA      | $147367.60    | 0.03%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                 | CVS Health Corp                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       23238 | NS      | $1867405.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                           | TransMedics Group Inc                                                       | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Short            | EC               | CORP              | US        |       -5197 | NS      | $-760373.07   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                         | Peloton Interactive Inc                                                     | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      501000 | PA      | $491606.25    | 0.09%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Camtek Ltd/Israel                               | Camtek Ltd/Israel                                                           | CUSIP: 000000000<br>LEI: 5493000H80W07HCKGS43 | Short            | EC               | CORP              | IL        |         -93 | NS      | $-9792.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-285.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc                           | Lantheus Holdings Inc                                                       | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |       -1590 | NS      | $-93603.30    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -490000 | PA      | $-491253.71   | -0.09%            | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                               | Lebanon Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      212000 | PA      | $46817.55     | 0.01%             | 2024-11-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      113628 | PA      | $426.11       | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oddity Tech Ltd                                 | Oddity Tech Ltd                                                             | CUSIP: 000000000<br>LEI: 254900QH12XZS53G0V57 | Short            | EC               | CORP              | IL        |        -783 | NS      | $-33872.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| APLD COMPUTECO LLC                              | APLD ComputeCo LLC                                                          | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      173000 | PA      | $167161.18    | 0.03%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                 | Xcel Energy Inc                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       30767 | NS      | $2526278.37   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                   | Coherent Corp                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |        6521 | NS      | $1071139.46   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LCPR Loan Financ 10/16/28                       | LCPR Loan Financ 10/16/28                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      118167 | PA      | $77145.26     | 0.01%             | 2028-10-16      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| LCPR Loan Financ 10/16/28                       | LCPR Loan Financ 10/16/28                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -163623 | PA      | $-106821.52   | -0.02%            | 2028-10-16      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13141.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                       | Aptiv PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |       -2163 | NS      | $-167740.65   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                  | Astronics Corp                                                              | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Short            | EC               | CORP              | US        |       -2387 | NS      | $-130258.59   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                         | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      882000 | PA      | $910197.54    | 0.17%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                             | Guardant Health Inc                                                         | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |       28000 | PA      | $53520.77     | 0.01%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Inc                    | Community Health Systems Inc                                                | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       78596 | NS      | $271942.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&S HOLDINGS LLC                                | S&S Holdings LLC                                                            | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      832000 | PA      | $783987.94    | 0.15%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE ESCROW                          | PERSHING SQUARE ESCROW                                                      | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       42829 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SAMARCO MINERA 5.75 10/23                       | SAMARCO MINERA 5.75 10/23                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      384000 | PA      | $14908.40     | 0.00%             | 2023-10-24      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| AST SPACEMOBILE INC                             | AST SpaceMobile Inc                                                         | CUSIP: 00217DAA8<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |      129000 | PA      | $305864.02    | 0.06%             | 2032-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      717000 | PA      | $736402.86    | 0.14%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $235.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cohu Inc                                        | Cohu Inc                                                                    | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Short            | EC               | CORP              | US        |       -1963 | NS      | $-47740.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AZUL SECURED FINANCE LLP                        | Azul Secured Finance LLP                                                    | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      239000 | PA      | $106355.00    | 0.02%             | 2028-08-28      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| UL Solutions Inc                                | UL Solutions Inc                                                            | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |       11037 | NS      | $1006684.77   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                         | MKS Inc                                                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |       -1039 | NS      | $-162489.21   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                      | Eos Energy Enterprises Inc                                                  | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       43385 | NS      | $652944.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Eos Energy Enterprises Inc                      | Eos Energy Enterprises Inc                                                  | CUSIP: 29415C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -43732 | NS      | $-658166.60   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                        | Super Micro Computer Inc                                                    | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |      -12483 | NS      | $-422549.55   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCIA DE CORDOBA                            | Provincia de Cordoba                                                        | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      437000 | PA      | $457429.75    | 0.09%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LEMAITRE VASCULAR INC                           | LeMaitre Vascular Inc                                                       | CUSIP: 525558AA0<br>LEI: 549300FZUBUB7MHY8R17 | Long             | DBT              | CORP              | US        |       92000 | PA      | $93057.89     | 0.02%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                      | 3M Co                                                                       | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Short            | DBT              | CORP              | US        |     -220000 | PA      | $-216999.40   | -0.04%            | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-318.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOL 07/01/28                       | RIVERBED TECHNOL 07/01/28                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       58394 | PA      | $27910.80     | 0.01%             | 2028-07-01      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                               | Lebanon Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      163000 | PA      | $36471.25     | 0.01%             | 2027-11-29      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMYRIS INC                                      | Amyris Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1108000 | PA      | $9972.00      | 0.00%             | 2026-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                            | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      561000 | PA      | $207730.89    | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                      | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1338000 | PA      | $439524.44    | 0.08%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| MP TOPCO HOLDINGS SHARES                        | MP TOPCO HOLDINGS SHARES                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27996 | NS      | $431320.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $986.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1229.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | 3MTH SONIA                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -17 | NC      | $-10651.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1009.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $596.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2574.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8965.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-313.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $190.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3172.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3647.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $676.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | 3MTH SONIA                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -15 | NC      | $-6800.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3429.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $547.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1680.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7793.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $462.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13310.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $196.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16156.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $407.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34990.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | 3MTH SONIA                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -14 | NC      | $-5929.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $251.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7955.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7325.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $158.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13242.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2715.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3869.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6234.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2091.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2688.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | 3MTH SONIA                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -13 | NC      | $-3239.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $290.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34887.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2076.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3729.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $531.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17725.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $132.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1082.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3107.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | SUGAR #11 (WORLD)                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $1173.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $75.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $75.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22112.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $676.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2298.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $152.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $210.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $88.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11356.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1057.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | SUGAR #11 (WORLD)                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          -8 | NC      | $10419.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $565.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $53.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $40.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2431.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $115.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $82.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $59.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $97.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $185.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | SUGAR #11 (WORLD)                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |         -45 | NC      | $57683.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6851.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5134.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-433.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35953.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16126.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -3 | NC      | $-6369.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $46.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $561.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10968.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $60172.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $552.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $189.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $184.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24          | AUST 3YR BOND                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          39 | NC      | $-33661.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -3 | NC      | $-6756.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29596.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $84.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $79.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $557.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $38.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -7 | NC      | $-19815.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-58.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-201.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2090.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-186.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | SOYBEAN                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -24 | NC      | $-78115.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - MXN                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $91.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - MXN                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $406.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - MXN                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $84.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - MXN                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $192.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - MXN                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - MXN                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $483.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - MXN                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $42335.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $947.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4540.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT               | EURO-BUND                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         110 | NC      | $-69340.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2054.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4558.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $794.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-90.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $459.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7361.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-297.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | E-MINI RUSS 2000                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         -43 | NC      | $-163369.58   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $550.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $93.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8364.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1677.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-379.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $53.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1256.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | CANOLA (WCE)                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $-226.67      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1374.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1933.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $129.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $72.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5807.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1633.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2725.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10222.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $289246.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $79180.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | CANOLA (WCE)                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $-445.89      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $178.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12736.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $311.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $187.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14183.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $116.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | SA RAND CURR(CME)                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          28 | NC      | $23333.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $173.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $43.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $678.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $677.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                      | MSCI SING IX ETS                                                            | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |          31 | NC      | $6627.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $148.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $616.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - NZD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $695.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-282.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2285.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-499.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2199.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2871.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2542.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1066.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | WHITE SUGAR                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $-566.14      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7806.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6805.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2959.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-49337.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2083.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34123.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1979.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8512.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27951.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2004.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                      | FTSE CHINA A50                                                              | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |         368 | NC      | $46051.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                              | WHITE SUGAR (ICE)                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          -2 | NC      | $-2627.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1765.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2294.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-73921.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-62.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-650.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-130.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4047.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | WHITE SUGAR (ICE)                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         -14 | NC      | $-8406.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5651.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1844.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2150.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $599.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $767.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $58.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $250.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-232.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-74.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | LOW SU GASOIL G                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           2 | NC      | $3622.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1277.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3941.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-54.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-167724.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14767.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-174.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $215.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | LOW SU GASOIL G                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $-4426.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $831.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2145.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2951.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $191.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $59.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $51.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-389.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-738.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-306.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                              | LOW SU GASOIL G                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          27 | NC      | $-95664.96    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $93.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $269.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $236.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $248.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1713.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-989.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-163.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-543.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-599.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-347.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                          | S&P/TSX 60 IX                                                               | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               | CORP              | CA        |          15 | NC      | $206284.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1967.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-246.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2954.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3780.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2792.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                     | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2096.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20438.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                     | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2186.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8949.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-72.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | PLATINUM                                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         -27 | NC      | $-246800.36   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-662.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-65.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2608.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1025.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10491.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-107276.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $113.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | MEXICAN PESO                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         150 | NC      | $95279.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-59.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-608.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1522.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1230.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-672.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-835.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-181.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $131.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | PALLADIUM                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $-15473.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $487.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $215.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $168.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $266.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $47.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $77.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $118.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT               | EURO-BOBL                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         263 | NC      | $-16575.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1300.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-360.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2119.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24          | SPI 200                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |          -1 | NC      | $4868.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT               | EURO-OAT                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          10 | NC      | $10858.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1231.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                    | NEBIUS GROUP NV                                                             | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |           4 | NC      | $1840.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | BRIDGEBIO PHARMA INC                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          -4 | NC      | $-1230.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | BRIDGEBIO PHARMA INC                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           4 | NC      | $2300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | INVESCO QQQ TRUST SERIES 1                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          36 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | GALAXY DIGITAL INC                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          -7 | NC      | $-350.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | NEW ZEALAND $                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         -44 | NC      | $85702.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                    | NEBIUS GROUP NV                                                             | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |          -4 | NC      | $-380.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | IREN LTD                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          -7 | NC      | $-875.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | GUARDANT HEALTH INC                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           6 | NC      | $4590.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | GALAXY DIGITAL INC                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           7 | NC      | $630.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | IREN LTD                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           7 | NC      | $581.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CORE SCIENTIFIC INC                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           7 | NC      | $511.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | B2GOLD CORP                                                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          21 | NC      | $714.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | WAYFAIR INC                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           4 | NC      | $20.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | IREN LTD                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           7 | NC      | $1659.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | INDIE SEMICONDUCTOR INC                                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          29 | NC      | $2392.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | NASDAQ 100 E-MINI                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          51 | NC      | $709396.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | INDIE SEMICONDUCTOR INC                                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          14 | NC      | $560.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | GUARDANT HEALTH INC                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          -6 | NC      | $-4050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | GALAXY DIGITAL INC                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           7 | NC      | $2940.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | SHIFT4 PAYMENTS INC                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           1 | NC      | $580.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | DYNAVAX TECHNOLOGIES CORP                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          14 | NC      | $595.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | B2GOLD CORP                                                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          36 | NC      | $2340.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | ON SEMICONDUCTOR CORP                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          -7 | NC      | $-798.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | DIGITALOCEAN HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           4 | NC      | $1360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | AFFIRM HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           7 | NC      | $1841.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                    | APPLIED DIGITAL CORP                                                        | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |          -7 | NC      | $-987.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                              | NIKKEI 225 MINI                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |         -26 | NC      | $-118234.02   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | PAGAYA TECHNOLOGIES LTD                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           7 | NC      | $1967.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | PAGAYA TECHNOLOGIES LTD                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          -7 | NC      | $-472.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | DIGITALOCEAN HOLDINGS INC                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          -7 | NC      | $-892.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | AST SPACEMOBILE INC                                                         | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           4 | NC      | $1500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                    | APPLIED DIGITAL CORP                                                        | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |           7 | NC      | $3745.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | PORCH GROUP INC                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         -25 | NC      | $-2750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | PORCH GROUP INC                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           3 | NC      | $36.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS WPP FINANCE                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4415.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS WHIRLPOOL CORP                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $49191.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS VIRGIN MEDIA FINANCE PLC                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7893.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                              | NIKKEI 225 (OSE)                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |          -3 | NC      | $-136438.22   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS UNIVISION COMMUNICATIONS INC                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11148.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS STELLANTIS NV                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-146264.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KINGDOM OF SAUDI ARABIA                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2734.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KINGDOM OF SAUDI ARABIA                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13142.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KINGDOM OF SAUDI ARABIA                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18376.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION           | CDS REPUBLIC OF ITALY                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2553.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | CDS NIPPON PAPER INDUSTRIES CO LTD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-111.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | CDS NIPPON PAPER INDUSTRIES CO LTD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-329.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | CDS NIPPON PAPER                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $30139.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                  | CDS NIPPON PAPER INDUSTRIES CO LTD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-508.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                      | NIKKEI 225 (SGX)                                                            | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |          -1 | NC      | $-22956.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS METLIFE INC                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25193.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2566.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11280.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2654.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20961.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3956.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1990.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5640.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | NATURAL GAS                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $108.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-94.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3208.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-60.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-39.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-102.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-51.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS K HOVNANIAN ENTR                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-33526.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS K HOVNANIAN ENTERPRISES INC                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-55072.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS K HOVNANIAN ENTERPRISES INC                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13430.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CDS JAGUAR LAND ROVER AUTOMOTIVE PLC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6766.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | NATURAL GAS                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          -3 | NC      | $-405.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS JAGUAR LAND ROVER AUTOMOTIVE PLC                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21690.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS PEOPLES REPUBLIC OF CHINA                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12291.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT               | EURO STOXX BANK                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |          36 | NC      | $18165.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION           | CDS BAYER AG                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-426.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10799.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2629.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3643.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1145.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2709.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2709.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | NATURAL GAS                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          -3 | NC      | $1424.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1252.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-435.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $108.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2301.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $258.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2262.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-63.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-252.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4978.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - JPY                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-504.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | NATURAL GAS                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          -5 | NC      | $-7318.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1444.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1915.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-970.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10530.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4852.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-859.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7819.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8205.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1897.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24          | AUST 10Y BOND                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         -51 | NC      | $60096.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | NATURAL GAS                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         -55 | NC      | $-114512.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6239.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-675.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12663.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2619.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-155.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $253.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $123.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1400.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6450.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE ENDEX MARKETS B.V.                          | ECX EMISSION                                                                | CUSIP: 000000000<br>LEI: 549300CZW488L20NT866 | N/A              | DCO              | CORP              | NL        |          -1 | NC      | $-3021.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5090.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-786.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8399.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3969.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-661.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-84.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-355.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2333.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1123.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-239.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | MSCI EMGMKT                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |          15 | NC      | $18053.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-929.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-166.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-48.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5318.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CHF                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-88028.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $329.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | LEAN HOGS                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $2147.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $763.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $192.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $316.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $174.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $41.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $80.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - CAD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $424.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | LEAN HOGS                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $1337.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $127.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1569.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2660.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4244.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-494.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-794.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-81.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-114.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | LEAN HOGS                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |          -3 | NC      | $4023.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-285.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-355.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-279.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1471.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CURRENCY CONTRACT - AUD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1637.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | AFFIRM HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          -7 | NC      | $-609.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | GALAXY DIGITAL INC                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           7 | NC      | $3010.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CORE SCIENTIFIC INC                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           7 | NC      | $1680.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | BLOOM ENERGY CORP                                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           3 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | MATCH GROUP INC                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           7 | NC      | $308.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | LEAN HOGS                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |         -10 | NC      | $13048.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | SIRIUS XM HOLDINGS INC                                                      | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          14 | NC      | $462.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | PORCH GROUP INC                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           1 | NC      | $10.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CLOUDFLARE INC                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           4 | NC      | $2092.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | ON SEMICONDUCTOR CORP                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           7 | NC      | $1820.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | IREN LTD                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          -7 | NC      | $-1001.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CLOUDFLARE INC                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          -4 | NC      | $-468.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | NUTANIX INC                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           5 | NC      | $45.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | COINBASE GLOBAL INC                                                         | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           1 | NC      | $925.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | COINBASE GLOBAL INC                                                         | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          -1 | NC      | $-200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                    | SAREPTA THERAPEUTICS INC                                                    | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |           3 | NC      | $165.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | LIVE CATTLE                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |           5 | NC      | $-27750.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | OPENDOOR TECHNOLOGIES INC                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          27 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS LINCOLN NATIONAL CORP                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4564.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                          | CDS LINCOLN NATIONAL CORP                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3541.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                           | CDS LINCOLN NATIONAL CORP                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1049.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION           | CDS LINCOLN NATIONAL CORP                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-313.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5881.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS KOHL'S CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2245.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8686.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13545.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2709.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | LIVE CATTLE                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |           3 | NC      | $6593.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4484.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                          | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4459.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1774.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                          | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4459.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                          | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1230.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7565.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16293.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                          | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2091.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10836.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                   | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-92.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | LIVE CATTLE                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |           5 | NC      | $-12900.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4484.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                           | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-17561.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11504.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1507.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-4459.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2709.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3615.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1774.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18884.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2709.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.              | GASOLINE RBOB                                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           2 | NC      | $-2166.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | LIVE CATTLE                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |           7 | NC      | $-4425.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-4554.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1537.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-14838.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1267.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1909.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                           | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2245.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9442.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1925.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3850.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-3850.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | KC HRW WHEAT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -11 | NC      | $88.19        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3782.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS AMERICAN AIRLINES GROUP INC                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7688.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | CDS ALSTOM SA                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12440.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1755.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1149.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-173.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $192.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $457.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $76.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $310.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | KC HRW WHEAT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -15 | NC      | $-708.15      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $131.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1286.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2322.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1458.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1840.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8982.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5729.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9125.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8390.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5967.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.     | KC HRW WHEAT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -55 | NC      | $21307.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5610.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8915.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8587.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6376.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5813.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8685.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6164.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5985.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3498.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6198.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE, INC.                            | US DOLLAR                                                                   | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DFE              | CORP              | KR        |         106 | NC      | $2533.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3986.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-332.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-299.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-307.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - GBP                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-266.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1252.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1104.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $569.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-605.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12476.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE, INC.                            | KOSPI2 INX                                                                  | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DE               | CORP              | KR        |          27 | NC      | $439785.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4914.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-479.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3120.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-175.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-178.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-169.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-242.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | ORACLE CORP                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         135 | NC      | $19170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | ISHARES RUSSELL 2000 ETF                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         286 | NC      | $286.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | STUBHUB HOLDINGS INC                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          72 | NC      | $9000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE, INC.                            | KOREA 3YR BND                                                               | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DIR              | CORP              | KR        |         -18 | NC      | $16365.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BORSE AKTIENGESELLSCHAFT               | ASTON MARTIN LAGONDA GLOBAL HOLDINGS PLC                                    | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | N/A              | DE               | CORP              | DE        |        -960 | NC      | $-1907.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CONCENTRIX CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          80 | NC      | $21800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | AMCOR PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         536 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | BOOZ ALLEN HAMILTON HOLDING CORP                                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          49 | NC      | $735.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | BOOZ ALLEN HAMILTON HOLDING CORP                                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         112 | NC      | $3080.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | PAGAYA TECHNOLOGIES LTD                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          94 | NC      | $9964.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BORSE AKTIENGESELLSCHAFT               | ASTON MARTIN LAGONDA GLOBAL HOLDINGS PLC                                    | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | N/A              | DE               | CORP              | DE        |         960 | NC      | $7629.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | ISHARES RUSSELL 2000 ETF                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         336 | NC      | $46704.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | ISHARES RUSSELL 2000 ETF                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -672 | NC      | $-31584.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | ISHARES RUSSELL 2000 ETF                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         336 | NC      | $6384.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE, INC.                            | KOREA 10YR BND                                                              | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DIR              | CORP              | KR        |         -25 | NC      | $84898.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS AUSTEVOLL SEAFOOD ASA                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-22697.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ECOPRO CO LTD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11408.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS YOSHINOYA HOLDINGS CO LTD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-2538.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS LOTTE FINE CHEMICAL CO LTD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $1627.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SCANFIL OYJ                                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1478.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS BURSA MALAYSIA BHD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9170.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS HOSOKAWA MICRON CORP                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $16860.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | IRS BRL                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $27995.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS RANK GROUP PLC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-540.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS FUJIMI INC                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-36338.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                | JAPAN YEN CURR                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         282 | NC      | $-452473.05   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS KUMBA IRON ORE LTD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $10581.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS NOMURA HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $22968.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS ZEUS CO LTD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1213.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS BANGKOK LIFE ASSURANCE PCL                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $7978.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS DBS GROUP HOLDINGS LTD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5645.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                      | TRS BAWAG GROUP AG                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $45497.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS KRAFTON INC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4785.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS YUHAN CORP                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4680.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NAN YA PRINTED CIRCUIT BOARD CORP                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-46572.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS SWEDISH ORPHAN BIOVITRUM AB                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $12811.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                          | FCOJ-A                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |           1 | NC      | $-5642.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS SANBIO CO LTD                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $9397.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS DOUTOR NICHIRES HOLDINGS CO LTD                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $1507.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | TRS CHINA JINMAO HOLDINGS GROUP LTD                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-4824.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS NOVATEK MICROELECTRONICS CORP                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $119.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                        | TRS REMGRO LTD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10320.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SKYCITY ENTERTAINMENT GROUP LTD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5861.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | TRS RYOHIN KEIKAKU CO                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $547.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS SHANGHAI WANYE ENTERPRISES CO LTD                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-565.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC             | TRS MCMILLAN SHAKESPEARE LTD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9039.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                | TRS RAYSEARCH LABORATORIES AB                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5472.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-27

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

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