# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0000035402-25-000788
**Filing Date:** 2025-9
**Character Count:** 131003
**Document Hash:** 448ef6140b01b84d060fdb0fe3de5d1b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-000788.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000035402-25-000788

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Greenwood Street Trust
- **CENTRAL INDEX KEY:** 0001898391

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23762
- **FILM NUMBER:** 251349329

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Fidelity Managed Futures ETF (Series ID: S000092140)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000260067 | Fidelity Managed Futures ETF | FFUT            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Greenwood Street Trust

- **b. Investment Company Act file number:** 811-23762

- **c. CIK number of Registrant:** 0001898391

- **d. LEI of Registrant:** 549300467DYGTZIRI308

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Managed Futures ETF

- **b. EDGAR series identifier (if any):** S000092140

- **c. LEI of Series:** 254900M2BF7VO8TN0H62

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $120710385.09

**Total Liabilities:** $1977608.33

**Net Assets:** $118732776.76

**Amount of Assets Invested in Other Investment Companies:** $24396217.70

**Cash Not Reported:** $142592.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 164.74744700 | **1-Year:** 0.00000000 | **5-Year:** 41.18730600 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 425.96656400 | **1-Year:** 0.00000000 | **5-Year:** 106.48852000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000260067 |  |  | -0.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  |  |  |
| Month 2  | $10086.14                | $25097.83                                  |
| Month 3  | $-5188.64                | $111367.80                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                | Title                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA, N.A.                               | FX Forward: USD/GBP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1963.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                         | AUST 3YR BOND FUT SEP25 YMU5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |      -127 | NC      | $16623.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1478.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27369.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: ILS/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $3383.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/GBP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4458.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF | iShares Core S and P 500 ETF          | CUSIP: 464287200<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |      9550 | NS      | $6063295.00   | 5.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-6559.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 5YR NOTE (CBT) FUT SEP25 FVU5      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -95 | NC      | $48562.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: HUF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-101127.15   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CNY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-590.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $9911.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | BRENT CRUDE FUTR JAN26 COF6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         5 | NC      | $10046.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND FUTURES EXCHANGE                           | SET50 FUTURES SEP25 BCU5              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TH        |       389 | NC      | $209372.67    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR SEP25 LAU25         | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |       -24 | NC      | $-18845.04    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/INR settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2106.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LIVE CATTLE FUTR DEC25 LCZ5           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        14 | NC      | $77815.62     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NOK settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $8064.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/PHP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3985.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: MXN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1281.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                      | MSCI EAFE FUT SEP25 MFSU5             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |         9 | NC      | $-25883.56    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: HUF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $19786.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: MXN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $38207.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: MXN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $0.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT DEC25 KWZ5           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -9 | NC      | $4558.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COFFEE 'C' FUTURE SEP25 KCU5          | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $16046.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT MAR26 SFRH6          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      -101 | NC      | $60918.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | SUGAR #11 (WORLD) FUT OCT25 SBV5      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -21 | NC      | $661.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NSE IFSC                                            | IFSC NIFTY 50 FUT AUG25 JGSQ5         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IN        |        -1 | NC      | $-127.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/CAD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $1104.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/CAD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $8014.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: CNY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-680.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39072.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX ITXEB543 06/20/30             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | -70217000 | NC      | $-51381.95    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: KRW/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1771.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/GBP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6402.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-131772.85   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/INR settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2160.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2851.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: NOK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-4491.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | DJIA MINI E-CBOT FUT SEP25 DMU5       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -1 | NC      | $334.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT SEP25 SFIU5     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      -188 | NC      | $11137.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: KRW/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1857.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/PLN settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $290.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-4696.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $23920.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: EUR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2954.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME ZINC FUTURE SEP25 LXU5            | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        27 | NC      | $6209.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                          | HANG SENG IDX FUT AUG25 HIQ5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |         9 | NC      | $-48833.29    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | FTSE 100 IDX FUT SEP25 Z U5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |        15 | NC      | $61268.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                      | FTSE/JSE TOP 40 FUT SEP25 AIU5        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ZA        |         1 | NC      | $786.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/SGD settle 2025-09-17 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3864.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SGD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1425.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9966.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $12078.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1215.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEFF RENTA VAR EXCH (MADRID)                        | IBEX 35 INDX FUTR AUG25 IBQ5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |         2 | NC      | $10524.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CNY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-698.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CLP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4613.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                            | TOPIX INDX FUTR SEP25 TPU5            | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |         9 | NC      | $65241.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/JPY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2557.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR JAN26 BOF6           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        26 | NC      | $15797.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/CAD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4524.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) SEP25 W U5          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -10 | NC      | $9918.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | FX Forward: PHP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5047.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1363.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1533.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-88054.56    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CAD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3047.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CZK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1792.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | SILVER FUTURE SEP25 SIU5              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         1 | NC      | $8807.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SGD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1978.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8031.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4884.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2914.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/ZAR settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1203.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CAD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $15593.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NZD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $13655.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2532.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES MAR26 CORH6          | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        58 | NC      | $-19259.82    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/INR settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2147.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT JAN26 XBF6          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        15 | NC      | $40744.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT MAR26 ERH6       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        80 | NC      | $-25519.03    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-978.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT MAR26 SFIH6     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        56 | NC      | $-11500.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/EUR settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2603.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: COP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-3193.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS-MONEP                                | CAC40 10 EURO FUT AUG25 CFQ5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |        17 | NC      | $2410.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/TWD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $17504.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12040.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | S and P MID 400 EMINI FUT SEP25 FAU5  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        -2 | NC      | $-7944.36     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: KRW/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2391.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                      | COTTON NO.2 FUTR DEC25 CTZ5           | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -39 | NC      | $18961.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/NOK settle 2025-09-17 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $7978.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3243.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                              | FX Forward: MXN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1160.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-2549.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1235.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-47.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/ILS settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1428.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/JPY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4586.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PALLADIUM FUTURE SEP25 PAU5           | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         3 | NC      | $27972.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-361.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CHF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8017.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3529.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1811.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR SEP25 LAU25         | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        49 | NC      | $-50586.79    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3100.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                              | FX Forward: ZAR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1746.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2886.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/CZK settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $263.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $63377.45     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/COP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $115.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                            | NIKKEI 225 (OSE) FUT SEP25 NKU5       | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |         5 | NC      | $49896.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6331.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: KRW/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1207.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2364.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STOCKHOLM STOCK EXCHANGE                            | OMXS30 IND FUTURE AUG25 QCQ5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |        25 | NC      | $910.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUND FUTURE SEP25 RXU5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -6 | NC      | $-657.03      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUXL 30Y BND FUT SEP25 UBU5      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -12 | NC      | $10031.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/BRL settle 2025-10-02 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $90.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | COPPER FUTURE DEC25 HGZ5              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        11 | NC      | $-190328.47   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT SEP25 KWU5           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -16 | NC      | $3911.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT SEP25 SFRU5          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       -64 | NC      | $11097.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/GBP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $11404.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NZD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $5058.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | FTSE CHINA A50 FUT AUG25 XUQ5         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |       116 | NC      | $-23386.91    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: TWD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4404.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US ULTRA BOND CBT FUT SEP25 WNU5      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -17 | NC      | $1254.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1442.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-51460.10    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: PHP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-222458.01   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | BRENT CRUDE FUTR NOV25 COX5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        21 | NC      | $70340.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | SUGAR #11 (WORLD) FUT MAR26 SBH6      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -36 | NC      | $5329.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COCOA FUTURE DEC25 CCZ5               | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         4 | NC      | $-24221.48    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-519.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA FUTURES EXCHANGE                              | KOREA 3YR BND FUT SEP25 KEU5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |      -121 | NC      | $-730.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-712.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CNY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1027.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/JPY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2232.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/MXN settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $133.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20104.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: TWD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2486.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/GBP settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $875.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE SEP25 CLU5           | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        18 | NC      | $105795.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/AUD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1096.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2020.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NZD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $13373.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/JPY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1790.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24725.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4783.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE DEC25 C Z5                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -59 | NC      | $36988.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: EUR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-117854.63   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: ZAR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-43039.61    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: TWD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5258.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $21171.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3693.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-34730.10    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE SEP25 LLU5            | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |       -30 | NC      | $49006.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CHF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3037.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT DEC25 SFRZ5          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       -82 | NC      | $40717.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COCOA FUTURE SEP25 CCU5               | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -25 | NC      | $50116.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CLP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-188481.87   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT SEP25 ERU5       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       218 | NC      | $-63008.39    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES JUN26 CORM6          | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        54 | NC      | $-14486.09    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CHF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20551.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 10YR NOTE FUT (CBT)SEP25 TYU5      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         4 | NC      | $-162.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $781.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: EUR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $811.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | LONG GILT FUTURE SEP25 G U5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       -14 | NC      | $-1098.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CNY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-743.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                         | AUST 10Y BOND FUT SEP25 XMU5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        45 | NC      | $-19603.55    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR JAN26 SMF6          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -3 | NC      | $4850.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1577.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-911.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2175.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4602.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA FUTURES EXCHANGE                              | KOSPI2 INX FUT SEP25 KMU5             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |        23 | NC      | $104213.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CLP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3108.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-193531.88   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $875.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: ZAR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3010.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT JUN26 SFIM6     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        50 | NC      | $-11567.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1837.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3954.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CZK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3234.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | LOW SU GASOIL G FUT SEP25 QSU5        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        27 | NC      | $130899.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                              | KOREA 10YR BND FU FUT SEP25 KAAU5     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |         9 | NC      | $2790.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/GBP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4970.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NOK settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4273.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17072.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1521.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: JPY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-130766.51   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2148.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CLP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $970.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $7843.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: KRW/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3001.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-4670.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                          | HSCEI FUTURES AUG25 HCQ5              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |        28 | NC      | $-60539.78    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CHF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-204.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES SEP25 CORU5          | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        16 | NC      | $-2759.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: TWD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3489.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3764.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11871.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1815.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/AUD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2342.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/ILS settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13233.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5898.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME NICKEL FUTURE SEP25 LNU5          | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        19 | NC      | $-45209.72    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CHF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1150.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: KRW/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $63.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | FTSE TAIWAN INDEX FUT AUG25 TWTQ5     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |        42 | NC      | $42110.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                              | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2118.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CNY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-480.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: NOK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2126.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CZK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $7918.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1455.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: COP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-60431.19    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | Total Return Basket Swap GS           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |         1 | NC      | $-83037.58    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES DEC25 CORZ5          | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        23 | NC      | $-6496.39     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20870.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CLP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-36480.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUT SEP25 NGU25           | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        29 | NC      | $-119869.98   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CHF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2349.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1737.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/HUF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $395.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/AUD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $10910.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-730.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CNY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-804.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-2408.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) DEC25 W Z5          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -5 | NC      | $4996.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR JAN26 NGF26          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -4 | NC      | $549.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US LONG BOND(CBT) FUT SEP25 USU5      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -14 | NC      | $-5958.76     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/AUD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $13934.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $65547.74     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: PLN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-93336.38    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2824.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | COPPER FUT SEP25 HGU5                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        -1 | NC      | $18247.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-445.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY HARB ULSD FUT JAN26 HOF6           | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        15 | NC      | $29616.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/NZD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $19597.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE NOV25 S X5             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        15 | NC      | $-21467.93    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME ZINC FUTURE SEP25 LXU5            | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |       -21 | NC      | $-14891.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-10820.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1392.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $21809.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4300.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/NZD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $2716.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                            | JPN 10Y BOND(OSE) FUT SEP25 JBU5      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |        27 | NC      | $-171962.80   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2133.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CAD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $426.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: PHP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-80519.20    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $40029.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | LOW SU GASOIL G FUT JAN26 QSF6        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        13 | NC      | $20014.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE JAN26 S F6             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -19 | NC      | $27700.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                        | Fidelity Cash Central Fund            | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  13712760 | NS      | $13715502.67  | 11.55%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LIVE CATTLE FUTR OCT25 LCV5           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |         3 | NC      | $13855.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CAD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1111.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NOK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4729.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | SWISS MKT IX FUTR SEP25 SMU5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |        13 | NC      | $-16614.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/AUD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3536.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1663.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7443.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LEAN HOGS FUTURE DEC25 LHZ5           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |       412 | NC      | $-440377.25   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                 | FX Forward: COP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1521.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 2YR NOTE (CBT) FUT SEP25 TUU5      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -290 | NC      | $235949.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/GBP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2606.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-OAT FUTURE SEP25 OATU5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        58 | NC      | $-40240.58    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | MSCI SING IX ETS FUT AUG25 QZQ5       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |       164 | NC      | $-64044.36    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT DEC25 SFIZ5     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -29 | NC      | $-349.95      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/JPY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2583.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-SCHATZ FUT SEP25 DUU5            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -418 | NC      | $114957.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/ILS settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $10671.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: EUR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2580.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CNY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-914.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2468.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO STOXX 50 FUT SEP25 VGU5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |        27 | NC      | $7030.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/JPY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2016.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-93.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                              | FX Forward: JPY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-38517.09    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NZD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2663.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/GBP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1960.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY HARB ULSD FUT SEP25 HOU5           | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        19 | NC      | $139929.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-71541.47    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BOBL FUTURE SEP25 OEU5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -27 | NC      | $11582.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                              | FX Forward: USD/SGD settle 2025-09-17 | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1930.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PLATINUM FUTURE OCT25 PLV5            | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        11 | NC      | $-24373.77    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                              | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1031.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-226000.38   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/COP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4864.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | S and P/TSX 60 IX FUT SEP25 PTU5      | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |         8 | NC      | $30243.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/TWD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $143943.16    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/IDR settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $255.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SGD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1674.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE JAN26 CLF6           | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         7 | NC      | $11743.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT JUN26 ERM6       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |        67 | NC      | $-19124.85    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-749.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1910.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: MXN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $35019.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT DEC25 ERZ5       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       101 | NC      | $-34726.30    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE SEP25 LLU5            | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        44 | NC      | $-71739.13    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME NICKEL FUTURE SEP25 LNU5          | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        -5 | NC      | $18713.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | CAN 10YR BOND FUT SEP25 CNU5          | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       -11 | NC      | $-7603.65     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                              | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2487.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-644.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NOK settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2156.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6588.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: KRW/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-657.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                          | FTSE/MIB IDX FUT SEP25 STU5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         6 | NC      | $46880.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3248.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-33.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CHF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3797.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6697.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2400.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1365.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1488.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-49294.50    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LEAN HOGS FUTURE OCT25 LHV5           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |      -412 | NC      | $564832.10    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | E-MINI RUSS 2000 FUT SEP25 RTYU5      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        -1 | NC      | $-1457.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CHF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $603.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3566.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                              | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $20299.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX CDXIG544 06/20/30             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | -84017000 | NC      | $-23834.07    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: COP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $2457.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                              | FX Forward: PLN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $5415.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/CNY settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $45980.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1723.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2731.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/PHP settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $1350.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                      | MSCI EMGMKT FUT SEP25 MESU5           | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        36 | NC      | $17747.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CNY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-636.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/EUR settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $312.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BTP FUTURE SEP25 IKU5            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        48 | NC      | $-12164.87    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1929.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                              | FX Forward: CLP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1498.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                              | FX Forward: ZAR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3717.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-176224.22   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16734.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/JPY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1799.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $2335.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR DEC25 SMZ5          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -49 | NC      | $90813.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                         | SPI 200 FUTURES SEP25 XPU5            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |        24 | NC      | $55386.53     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CZK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-43103.36    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2242.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: KRW/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1510.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21460.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/KRW settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4524.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX CXPHY544 06/20/2030           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  37926000 | NC      | $78718.34     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE SEP25 C U5                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |      -118 | NC      | $109974.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-11357.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CLP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $365.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX CXPEM543 06/20/30             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | -14380000 | NC      | $-46688.99    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/PHP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3789.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1200.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT JUN26 SFRM6          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         3 | NC      | $-680.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $51013.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/AUD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2724.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 08/26/2025               | CUSIP: 912797QL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79190000 | PA      | $78953640.03  | 66.50%            | 2025-08-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 09/04/2025               | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22540000 | PA      | $22448952.15  | 18.91%            | 2025-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX ITXEX543 06/20/30             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  17954000 | NC      | $171588.41    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/KRW settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $9869.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/INR settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-549.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1628.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CNY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $12245.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8863.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3226.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PLN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3971.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT SEP25 XBU5          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -7 | NC      | $-28463.84    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR DEC25 BOZ5           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -28 | NC      | $-16917.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-994.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: HUF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2573.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-63.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/SGD settle 2025-09-17 | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $22284.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $14015.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer